2026-03-15T16:00:44+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:00:44 💓 heartbeat | 扫描=7183 | 无持仓 | 余额=104.30 usdc.e | traded=155 | 今日 26W-15L 已实现PnL=$+19.64 2026-03-15T16:01:44+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:01:44 💓 heartbeat | 扫描=7285 | 其他runtime持仓=1 | 余额=93.16 usdc.e | traded=155 | 今日 26W-15L 已实现PnL=$+19.64 2026-03-15T16:02:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:00 🪟 btc-updown-5m-1773561600 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T16:02:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:00 🪟 btc-updown-5m-1773561600 T-180s | p=UP80% σ=0.25 | Up=0.81/123 Dn=0.21/141 spd=0.02 | beat=71466.00 px=71501.81 +5.0bp | nb=6.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:00 ⏭ btc-updown-5m-1773561600 | rej=无信号 执行edge不足 best=Up net=-0.018 thr=0.070 margin=-0.088 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.81/123 Dn=0.21/141 spd=0.02 | beat=71466.00 px=71501.81 +5.0bp 2026-03-15T16:02:01+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:01 ⏭ btc-updown-5m-1773561600 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.76/3 Dn=0.27/155 spd=0.03 | beat=71466.00 px=71501.91 +5.0bp 2026-03-15T16:02:06+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:06 🪟 btc-updown-5m-1773561600 T-174s | p=UP80% σ=0.25 | Up=0.75/19 Dn=0.26/170 spd=0.01 | beat=71466.00 px=71501.91 +5.0bp | nb=6.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:11+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:11 ⏭ btc-updown-5m-1773561600 | rej=无信号 执行edge不足 best=Up net=+0.015 thr=0.070 margin=-0.055 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.75/201 Dn=0.27/130 spd=0.02 | beat=71466.00 px=71497.30 +4.4bp 2026-03-15T16:02:12+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:12 🪟 btc-updown-5m-1773561600 T-168s | p=UP77% σ=0.25 | Up=0.74/10 Dn=0.27/93 spd=0.01 | beat=71466.00 px=71497.30 +4.4bp | nb=6.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:12+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:12 ⏭ btc-updown-5m-1773561600 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.74/10 Dn=0.27/93 spd=0.01 | beat=71466.00 px=71497.30 +4.4bp 2026-03-15T16:02:17+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:17 🪟 btc-updown-5m-1773561600 T-162s | p=UP76% σ=0.25 | Up=0.73/78 Dn=0.28/15 spd=0.01 | beat=71466.00 px=71494.77 +4.0bp | nb=6.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:22+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:22 ⏭ btc-updown-5m-1773561600 | rej=无信号 执行edge不足 best=Up net=-0.035 thr=0.070 margin=-0.105 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.80/36 Dn=0.21/24 spd=0.01 | beat=71466.00 px=71494.72 +4.0bp 2026-03-15T16:02:23+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:23 🪟 btc-updown-5m-1773561600 T-156s | p=UP76% σ=0.25 | Up=0.82/208 Dn=0.19/5 spd=0.01 | beat=71466.00 px=71494.72 +4.0bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:27+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:27 ⏭ btc-updown-5m-1773561600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.78/63 Dn=0.26/136 spd=0.04 | beat=71466.00 px=71498.52 +4.5bp 2026-03-15T16:02:29+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:29 🪟 btc-updown-5m-1773561600 T-151s | p=UP83% σ=0.25 | Up=0.77/11 Dn=0.24/202 spd=0.01 | beat=71466.00 px=71502.26 +5.1bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T16:02:32+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:32 ⏭ btc-updown-5m-1773561600 | rej=无信号 执行edge不足 best=Up net=+0.033 thr=0.070 margin=-0.037 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.79/68 Dn=0.22/176 spd=0.01 | beat=71466.00 px=71502.24 +5.1bp 2026-03-15T16:02:35+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:35 🪟 btc-updown-5m-1773561600 T-145s | p=UP81% σ=0.25 | Up=0.79/49 Dn=0.23/66 spd=0.02 | beat=71466.00 px=71499.46 +4.7bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T16:02:41+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:41 🪟 btc-updown-5m-1773561600 T-139s | p=UP80% σ=0.25 | Up=0.76/238 Dn=0.25/83 spd=0.01 | beat=71466.00 px=71497.16 +4.4bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:02:43+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:43 ⏭ btc-updown-5m-1773561600 | rej=无信号 执行edge不足 best=Up net=+0.029 thr=0.070 margin=-0.041 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.76/123 Dn=0.25/67 spd=0.01 | beat=71466.00 px=71497.13 +4.4bp 2026-03-15T16:02:44+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 16:02:44 ⏭ btc-updown-5m-1773561600 | rej=near_beat diff=4.4bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载68项 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~9.0bp) | A1=3次/+1.0bps 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 📡 价格流启动: binance-perp 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 UserOrderFeed 启动 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 MarketResolutionFeed 启动 2026-03-15T16:46:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:09 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T16:46:10+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:10 📡 binance-perp WS 已连接 2026-03-15T16:46:12+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:12 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T16:46:15+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:46:15 💓 heartbeat | 扫描=1 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:47:00+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:00 🪟 btc-updown-5m-1773564300 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T16:47:01+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:01 ⏭ btc-updown-5m-1773564300 | Chainlink 起点价未对齐，跳过 2026-03-15T16:47:05+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:05 🪟 btc-updown-5m-1773564300 T-176s | p=UP89% σ=0.23 | Up=0.94/137 Dn=0.07/111 spd=0.01 | beat=71579.69 px=71628.02 +6.8bp | nb=5.0bp flip=0.00 | ↑12s ↓0s 2026-03-15T16:47:05+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:05 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/137 Dn=0.07/111 spd=0.01 | beat=71579.69 px=71628.02 +6.8bp 2026-03-15T16:47:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:09 🪟 btc-updown-5m-1773564300 T-171s | p=UP94% σ=0.23 | Up=0.92/90 Dn=0.09/100 spd=0.01 | beat=71579.69 px=71638.72 +8.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:09+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:09 ⏭ btc-updown-5m-1773564300 | rej=无信号 执行edge不足 best=Up net=+0.012 thr=0.067 margin=-0.055 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.92/90 Dn=0.09/100 spd=0.01 | beat=71579.69 px=71638.72 +8.2bp 2026-03-15T16:47:14+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:14 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/76 Dn=0.06/132 spd=0.01 | beat=71579.69 px=71640.40 +8.5bp 2026-03-15T16:47:15+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:15 🪟 btc-updown-5m-1773564300 T-165s | p=UP93% σ=0.25 | Up=0.96/1008 Dn=0.05/128 spd=0.01 | beat=71579.69 px=71640.52 +8.5bp | nb=5.1bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:16+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:16 💓 heartbeat | 扫描=93 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:47:20+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:20 🪟 btc-updown-5m-1773564300 T-160s | p=UP97% σ=0.25 | Up=0.96/227 Dn=0.05/39 spd=0.01 | beat=71579.69 px=71655.97 +10.7bp | nb=7.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:25+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:25 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/616 Dn=0.04/666 spd=0.01 | beat=71579.69 px=71665.95 +12.1bp 2026-03-15T16:47:25+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:25 🪟 btc-updown-5m-1773564300 T-154s | p=UP99% σ=0.25 | Up=0.97/615 Dn=0.04/683 spd=0.01 | beat=71579.69 px=71669.56 +12.6bp | nb=7.9bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:31+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:31 🪟 btc-updown-5m-1773564300 T-149s | p=UP99% σ=0.26 | Up=0.97/0 Dn=0.04/468 spd=0.01 | beat=71579.69 px=71670.75 +12.7bp | nb=7.9bp flip=0.00 | ↑10s ↓0s 2026-03-15T16:47:35+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:35 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/249 Dn=0.06/223 spd=0.01 | beat=71579.69 px=71670.29 +12.7bp 2026-03-15T16:47:37+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:37 🪟 btc-updown-5m-1773564300 T-143s | p=UP99% σ=0.26 | Up=0.95/256 Dn=0.06/106 spd=0.01 | beat=71579.69 px=71669.88 +12.6bp | nb=7.9bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:43+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:43 🪟 btc-updown-5m-1773564300 T-137s | p=UP99% σ=0.26 | Up=0.97/75 Dn=0.04/112 spd=0.01 | beat=71579.69 px=71667.44 +12.3bp | nb=7.9bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:46+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:46 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/2748 Dn=0.03/187 spd=0.01 | beat=71579.69 px=71665.98 +12.1bp 2026-03-15T16:47:48+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:48 🪟 btc-updown-5m-1773564300 T-131s | p=UP99% σ=0.26 | Up=0.98/2623 Dn=0.04/217 spd=0.02 | beat=71579.69 px=71664.64 +11.9bp | nb=7.9bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:54+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:54 🪟 btc-updown-5m-1773564300 T-126s | p=UP99% σ=0.26 | Up=0.96/493 Dn=0.05/795 spd=0.01 | beat=71579.69 px=71666.30 +12.1bp | nb=7.2bp flip=0.00 | ↑11s ↓0s 2026-03-15T16:47:57+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:47:57 ⏭ btc-updown-5m-1773564300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/2244 Dn=0.03/102 spd=0.01 | beat=71579.69 px=71666.74 +12.2bp 2026-03-15T16:48:17+08:00 ip-172-26-5-159 python[31967]: 2026-03-15 16:48:17 💓 heartbeat | 扫描=175 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:48:19+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T16:48:19+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T16:48:19+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T16:48:19+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 9.804s CPU time. 2026-03-15T16:48:19+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 builder attribution: 已配置 BuilderConfig 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 OrderBookWebSocketFeed 启动 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载68项 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~9.0bp) | A1=3次/+1.0bps 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 📡 价格流启动: binance-perp 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 UserOrderFeed 启动 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 MarketResolutionFeed 启动 2026-03-15T16:48:24+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:24 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T16:48:25+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:25 📡 binance-perp WS 已连接 2026-03-15T16:48:27+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:27 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T16:48:27+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:48:27 💓 heartbeat | 扫描=1 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:49:28+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:49:28 💓 heartbeat | 扫描=103 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:50:28+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:50:28 💓 heartbeat | 扫描=199 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:51:28+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:51:28 💓 heartbeat | 扫描=301 | 无持仓 | 余额=100.03 usdc.e | traded=150 | 今日 28W-15L 已实现PnL=$+21.17 2026-03-15T16:52:00+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:52:00 🪟 btc-updown-5m-1773564600 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T16:52:00+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:52:00 🪟 btc-updown-5m-1773564600 T-180s | p=DN79% σ=0.20 | Up=0.18/5 Dn=0.83/219 spd=0.01 | beat=71641.19 px=71613.81 -3.8bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T16:52:00+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:52:00 ⏭ btc-updown-5m-1773564600 | rej=无信号 执行edge不足 best=Down net=-0.046 thr=0.070 margin=-0.116 Up:量不足 Down:执行edge不足 | Up=0.18/5 Dn=0.83/219 spd=0.01 | beat=71641.19 px=71613.81 -3.8bp 2026-03-15T16:52:02+08:00 ip-172-26-5-159 python[32099]: 2026-03-15 16:52:02 ⏭ btc-updown-5m-1773564600 | rej=near_beat diff=4.0bp0.030 | net>0.070 | teacher=on | ref>=6/15s | model=model63 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载80项 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 调整 mode=distilled | mid=0.00 | gap=0.06 | mom=0.00 | vol=0.04 | spread=0.00 | dist=0.00 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 校准 mode=identity 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~9.0bp) | A1=3次/+1.0bps 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 📡 价格流启动: binance-perp 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 UserOrderFeed 启动 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 MarketResolutionFeed 启动 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T19:26:43+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:43 📡 binance-perp WS 已连接 2026-03-15T19:26:46+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:46 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T19:26:46+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:26:46 💓 heartbeat | 扫描=1 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:27:00+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:00 🪟 btc-updown-5m-1773573900 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T19:27:01+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:01 🪟 btc-updown-5m-1773573900 T-180s | p=DN99% σ=0.20 | Up=0.09/219 Dn=0.92/341 spd=0.01 | beat=71771.87 px=71695.01 -10.7bp | nb=8.1bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:01+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:01 ⏭ btc-updown-5m-1773573900 | rej=无信号 执行edge不足 best=Down net=+0.060 thr=0.067 margin=-0.007 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.09/219 Dn=0.92/341 spd=0.01 | beat=71771.87 px=71695.01 -10.7bp 2026-03-15T19:27:03+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:03 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.09/223 Dn=0.92/9 spd=0.01 | beat=71771.87 px=71702.46 -9.7bp 2026-03-15T19:27:06+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:06 🪟 btc-updown-5m-1773573900 T-174s | p=DN98% σ=0.20 | Up=0.09/133 Dn=0.92/79 spd=0.01 | beat=71771.87 px=71703.22 -9.6bp | nb=8.1bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:11+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:11 🪟 btc-updown-5m-1773573900 T-168s | p=DN98% σ=0.20 | Up=0.08/0 Dn=0.93/36 spd=0.01 | beat=71771.87 px=71703.26 -9.6bp | nb=7.6bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:13+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:13 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:contrarian_entry_guard Down:ask超范围 | Up=0.08/51 Dn=0.93/9 spd=0.01 | beat=71771.87 px=71703.26 -9.6bp 2026-03-15T19:27:16+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:16 ⏭ btc-updown-5m-1773573900 | rej=无信号 执行edge不足 best=Down net=+0.053 thr=0.067 margin=-0.014 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.09/20 Dn=0.92/52 spd=0.01 | beat=71771.87 px=71703.73 -9.5bp 2026-03-15T19:27:17+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:17 🪟 btc-updown-5m-1773573900 T-163s | p=DN98% σ=0.20 | Up=0.10/259 Dn=0.92/49 spd=0.02 | beat=71771.87 px=71703.94 -9.5bp | nb=6.3bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:23+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:23 🪟 btc-updown-5m-1773573900 T-157s | p=DN98% σ=0.20 | Up=0.06/407 Dn=0.95/32 spd=0.01 | beat=71771.87 px=71704.53 -9.4bp | nb=5.0bp flip=0.00 | ↑0s ↓9s 2026-03-15T19:27:24+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:24 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/406 Dn=0.95/70 spd=0.01 | beat=71771.87 px=71704.49 -9.4bp 2026-03-15T19:27:28+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:28 🪟 btc-updown-5m-1773573900 T-151s | p=DN98% σ=0.20 | Up=0.07/137 Dn=0.95/30 spd=0.02 | beat=71771.87 px=71705.07 -9.3bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:27:34+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:34 🪟 btc-updown-5m-1773573900 T-146s | p=DN98% σ=0.20 | Up=0.06/12 Dn=0.95/10 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:34+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:34 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/12 Dn=0.95/10 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp 2026-03-15T19:27:40+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:40 🪟 btc-updown-5m-1773573900 T-140s | p=DN98% σ=0.20 | Up=0.05/9 Dn=0.96/58 spd=0.01 | beat=71771.87 px=71706.39 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:27:45+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:45 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/361 Dn=0.97/1246 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp 2026-03-15T19:27:45+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:45 🪟 btc-updown-5m-1773573900 T-134s | p=DN99% σ=0.20 | Up=0.04/365 Dn=0.97/1244 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:47+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:47 💓 heartbeat | 扫描=81 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:27:51+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:51 🪟 btc-updown-5m-1773573900 T-129s | p=DN99% σ=0.20 | Up=0.04/282 Dn=0.97/1198 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:27:55+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:55 ⏭ btc-updown-5m-1773573900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/205 Dn=0.96/54 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp 2026-03-15T19:27:56+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:27:56 🪟 btc-updown-5m-1773573900 T-124s | p=DN99% σ=0.20 | Up=0.05/424 Dn=0.96/265 spd=0.01 | beat=71771.87 px=71706.38 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:28:47+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:28:47 💓 heartbeat | 扫描=178 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:29:47+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:29:47 💓 heartbeat | 扫描=282 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:30:47+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:30:47 💓 heartbeat | 扫描=381 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:31:48+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:31:48 💓 heartbeat | 扫描=483 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:32:00+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:00 🪟 btc-updown-5m-1773574200 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T19:32:00+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:00 🪟 btc-updown-5m-1773574200 T-180s | p=UP81% σ=0.20 | Up=0.85/51 Dn=0.16/12 spd=0.01 | beat=71709.31 px=71739.44 +4.2bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T19:32:00+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:00 ⏭ btc-updown-5m-1773574200 | rej=无信号 执行edge不足 best=Up net=-0.046 thr=0.070 margin=-0.116 Up:执行edge不足 Down:量不足 | Up=0.85/51 Dn=0.16/12 spd=0.01 | beat=71709.31 px=71739.44 +4.2bp 2026-03-15T19:32:05+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:05 ⏭ btc-updown-5m-1773574200 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.85/0 Dn=0.17/441 spd=0.02 | beat=71709.31 px=71739.50 +4.2bp 2026-03-15T19:32:06+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:06 🪟 btc-updown-5m-1773574200 T-174s | p=UP81% σ=0.20 | Up=0.85/99 Dn=0.16/3 spd=0.01 | beat=71709.31 px=71739.50 +4.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:10+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:10 ⏭ btc-updown-5m-1773574200 | rej=无信号 执行edge不足 best=Up net=-0.048 thr=0.070 margin=-0.118 Up:执行edge不足 Down:量不足 | Up=0.86/318 Dn=0.16/15 spd=0.02 | beat=71709.31 px=71739.52 +4.2bp 2026-03-15T19:32:11+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:11 🪟 btc-updown-5m-1773574200 T-169s | p=UP82% σ=0.20 | Up=0.86/138 Dn=0.15/23 spd=0.01 | beat=71709.31 px=71739.52 +4.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:17+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:17 🪟 btc-updown-5m-1773574200 T-163s | p=UP82% σ=0.20 | Up=0.88/65 Dn=0.14/1094 spd=0.02 | beat=71709.31 px=71739.52 +4.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:18+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:18 ⏭ btc-updown-5m-1773574200 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.88/4 Dn=0.13/76 spd=0.01 | beat=71709.31 px=71739.52 +4.2bp 2026-03-15T19:32:21+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:21 ⏭ btc-updown-5m-1773574200 | rej=无信号 执行edge不足 best=Up net=-0.067 thr=0.070 margin=-0.137 Up:执行edge不足 Down:量不足 | Up=0.89/136 Dn=0.12/10 spd=0.01 | beat=71709.31 px=71739.56 +4.2bp 2026-03-15T19:32:23+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:23 🪟 btc-updown-5m-1773574200 T-157s | p=UP83% σ=0.20 | Up=0.90/258 Dn=0.11/52 spd=0.01 | beat=71709.31 px=71740.37 +4.3bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:28+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:28 🪟 btc-updown-5m-1773574200 T-151s | p=UP86% σ=0.20 | Up=0.92/77 Dn=0.09/55 spd=0.01 | beat=71709.31 px=71743.13 +4.7bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T19:32:32+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:32 ⏭ btc-updown-5m-1773574200 | rej=无信号 执行edge不足 best=Up net=-0.053 thr=0.070 margin=-0.123 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.91/21 Dn=0.10/534 spd=0.01 | beat=71709.31 px=71743.16 +4.7bp 2026-03-15T19:32:33+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:33 ⏭ btc-updown-5m-1773574200 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.91/7 Dn=0.10/725 spd=0.01 | beat=71709.31 px=71743.16 +4.7bp 2026-03-15T19:32:34+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:34 🪟 btc-updown-5m-1773574200 T-146s | p=UP86% σ=0.20 | Up=0.94/268 Dn=0.07/242 spd=0.01 | beat=71709.31 px=71743.16 +4.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:40+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:40 🪟 btc-updown-5m-1773574200 T-140s | p=UP87% σ=0.20 | Up=0.95/1017 Dn=0.06/185 spd=0.01 | beat=71709.31 px=71743.25 +4.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:44+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:44 ⏭ btc-updown-5m-1773574200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/103 Dn=0.07/36 spd=0.01 | beat=71709.31 px=71749.73 +5.6bp 2026-03-15T19:32:45+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:45 🪟 btc-updown-5m-1773574200 T-134s | p=UP91% σ=0.20 | Up=0.94/95 Dn=0.08/400 spd=0.02 | beat=71709.31 px=71749.32 +5.6bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:48+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:48 💓 heartbeat | 扫描=562 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:32:51+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:51 🪟 btc-updown-5m-1773574200 T-129s | p=UP91% σ=0.20 | Up=0.95/960 Dn=0.06/237 spd=0.01 | beat=71709.31 px=71748.87 +5.5bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:32:54+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:54 ⏭ btc-updown-5m-1773574200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/350 Dn=0.07/130 spd=0.01 | beat=71709.31 px=71748.83 +5.5bp 2026-03-15T19:32:56+08:00 ip-172-26-5-159 python[35014]: 2026-03-15 19:32:56 🪟 btc-updown-5m-1773574200 T-123s | p=UP92% σ=0.20 | Up=0.94/303 Dn=0.08/195 spd=0.02 | beat=71709.31 px=71748.83 +5.5bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:33:05+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T19:33:05+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T19:33:05+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T19:33:05+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 21.676s CPU time. 2026-03-15T19:33:05+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 builder attribution: 已配置 BuilderConfig 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 OrderBookWebSocketFeed 启动 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 策略 raw -> adjust -> cal(identity) | window=120~180s | edge raw>0.030 net>0.070 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载80项 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity | teacher=on 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 📡 价格流启动: binance-perp 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 UserOrderFeed 启动 2026-03-15T19:33:10+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:10 MarketResolutionFeed 启动 2026-03-15T19:33:11+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:11 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T19:33:11+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:11 📡 binance-perp WS 已连接 2026-03-15T19:33:14+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:14 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T19:33:14+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:33:14 💓 heartbeat | 扫描=1 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:34:15+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:34:15 💓 heartbeat | 扫描=100 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:35:15+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:35:15 💓 heartbeat | 扫描=194 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:36:15+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:36:15 💓 heartbeat | 扫描=292 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:37:00+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:00 🪟 btc-updown-5m-1773574500 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T19:37:00+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:00 🪟 btc-updown-5m-1773574500 T-180s | p=DN61% σ=0.20 | Up=0.34/239 Dn=0.67/205 spd=0.01 | beat=71734.71 px=71725.42 -1.3bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:37:00+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:00 ⏭ btc-updown-5m-1773574500 | rej=无信号 执行edge不足 best=Up net=+0.035 thr=0.070 margin=-0.035 Up:执行edge不足 Down:执行edge不足 | Up=0.34/239 Dn=0.67/205 spd=0.01 | beat=71734.71 px=71725.42 -1.3bp 2026-03-15T19:37:06+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:06 🪟 btc-updown-5m-1773574500 T-174s | p=DN64% σ=0.20 | Up=0.36/123 Dn=0.66/104 spd=0.02 | beat=71734.71 px=71722.25 -1.7bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:37:07+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:07 ⏭ btc-updown-5m-1773574500 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.40/0 Dn=0.61/11 spd=0.01 | beat=71734.71 px=71722.25 -1.7bp 2026-03-15T19:37:11+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:11 ⏭ btc-updown-5m-1773574500 | rej=无信号 执行edge不足 best=Down net=+0.053 thr=0.070 margin=-0.017 Up:执行edge不足 Down:执行edge不足 | Up=0.44/394 Dn=0.57/91 spd=0.01 | beat=71734.71 px=71722.18 -1.7bp 2026-03-15T19:37:11+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:11 🪟 btc-updown-5m-1773574500 T-168s | p=DN65% σ=0.20 | Up=0.44/367 Dn=0.57/70 spd=0.01 | beat=71734.71 px=71722.19 -1.7bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:37:15+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:15 💓 heartbeat | 扫描=385 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:37:17+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:17 🪟 btc-updown-5m-1773574500 T-163s | p=DN59% σ=0.20 | Up=0.43/75 Dn=0.58/94 spd=0.01 | beat=71734.71 px=71726.96 -1.1bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T19:37:21+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:21 ⏭ btc-updown-5m-1773574500 | rej=无信号 执行edge不足 best=Up net=-0.007 thr=0.070 margin=-0.077 Up:执行edge不足 Down:执行edge不足 | Up=0.40/517 Dn=0.61/33 spd=0.01 | beat=71734.71 px=71727.12 -1.1bp 2026-03-15T19:37:22+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:22 🪟 btc-updown-5m-1773574500 T-157s | p=DN59% σ=0.20 | Up=0.39/45 Dn=0.62/231 spd=0.01 | beat=71734.71 px=71727.04 -1.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:37:28+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:28 🪟 btc-updown-5m-1773574500 T-152s | p=DN60% σ=0.20 | Up=0.40/685 Dn=0.61/20 spd=0.01 | beat=71734.71 px=71726.80 -1.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:37:31+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:31 ⏭ btc-updown-5m-1773574500 | rej=无信号 执行edge不足 best=Up net=-0.013 thr=0.070 margin=-0.083 Up:执行edge不足 Down:量不足 | Up=0.40/564 Dn=0.61/15 spd=0.01 | beat=71734.71 px=71726.79 -1.1bp 2026-03-15T19:37:33+08:00 ip-172-26-5-159 python[35258]: 2026-03-15 19:37:33 ⏭ btc-updown-5m-1773574500 | rej=near_beat diff=1.2bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载80项 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity | teacher=on 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 📡 价格流启动: binance-perp 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 UserOrderFeed 启动 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 MarketResolutionFeed 启动 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T19:51:27+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:27 📡 binance-perp WS 已连接 2026-03-15T19:51:30+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:30 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T19:51:30+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:51:30 💓 heartbeat | 扫描=1 | 无持仓 | 余额=91.30 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:52:00+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:00 🪟 btc-updown-5m-1773575400 | 进入决策窗口 T-180s [135s~180s] 2026-03-15T19:52:01+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:01 ⏭ btc-updown-5m-1773575400 | Chainlink 起点价未对齐，跳过 2026-03-15T19:52:11+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:11 ⏭ btc-updown-5m-1773575400 | Chainlink 起点价未对齐，跳过 2026-03-15T19:52:17+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:17 🪟 btc-updown-5m-1773575400 T-163s | p=UP99% σ=0.22 | Up=0.91/355 Dn=0.10/6 spd=0.01 | beat=71810.71 px=71892.53 +11.4bp | nb=5.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:52:19+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:19 ⏭ btc-updown-5m-1773575400 | 执行层放弃 reason=runtime_limit_exceeded 2026-03-15T19:52:20+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:20 ⏭ btc-updown-5m-1773575400 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.89/12 Dn=0.12/179 spd=0.01 | beat=71810.71 px=71877.04 +9.2bp 2026-03-15T19:52:21+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:21 ⏭ btc-updown-5m-1773575400 | rej=无信号 执行edge不足 best=Up net=+0.037 thr=0.067 margin=-0.030 Up:执行edge不足 Down:量不足 | Up=0.90/203 Dn=0.11/0 spd=0.01 | beat=71810.71 px=71866.86 +7.8bp 2026-03-15T19:52:22+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:22 🪟 btc-updown-5m-1773575400 T-158s | p=UP94% σ=0.22 | Up=0.89/103 Dn=0.12/263 spd=0.01 | beat=71810.71 px=71864.52 +7.5bp | nb=5.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:52:28+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:28 MarketResolutionFeed WebSocket 已连接 2026-03-15T19:52:28+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:28 🪟 btc-updown-5m-1773575400 T-152s | p=UP90% σ=0.22 | Up=0.94/56 Dn=0.08/167 spd=0.02 | beat=71810.71 px=71853.92 +6.0bp | nb=5.5bp flip=0.00 | ↑10s ↓0s 2026-03-15T19:52:30+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:30 ⏭ btc-updown-5m-1773575400 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/138 Dn=0.06/22 spd=0.01 | beat=71810.71 px=71853.57 +6.0bp 2026-03-15T19:52:30+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:30 💓 heartbeat | 扫描=86 | 其他runtime持仓=1 | 余额=82.72 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:52:34+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:34 🪟 btc-updown-5m-1773575400 T-146s | p=UP90% σ=0.21 | Up=0.95/4 Dn=0.06/109 spd=0.01 | beat=71810.71 px=71853.57 +6.0bp | nb=5.5bp flip=0.00 | ↑11s ↓0s 2026-03-15T19:52:39+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:39 🪟 btc-updown-5m-1773575400 T-140s | p=UP94% σ=0.21 | Up=0.97/832 Dn=0.07/16 spd=0.04 | beat=71810.71 px=71861.23 +7.0bp | nb=5.5bp flip=0.00 | ↑10s ↓0s 2026-03-15T19:52:41+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:52:41 ⏭ btc-updown-5m-1773575400 | rej=无信号 无候选 Up:ask超范围 Down:量不足 | Up=0.93/110 Dn=0.08/5 spd=0.01 | beat=71810.71 px=71862.32 +7.2bp 2026-03-15T19:53:31+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:53:31 💓 heartbeat | 扫描=182 | 其他runtime持仓=1 | 余额=82.72 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:54:31+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:54:31 💓 heartbeat | 扫描=284 | 其他runtime持仓=1 | 余额=82.72 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:55:31+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:55:31 💓 heartbeat | 扫描=383 | 其他runtime持仓=1 | 余额=82.72 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:56:32+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:56:32 💓 heartbeat | 扫描=485 | 其他runtime持仓=1 | 余额=82.72 usdc.e | traded=145 | 今日 32W-17L 已实现PnL=$+15.68 2026-03-15T19:57:00+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:00 🪟 btc-updown-5m-1773575700 | 进入决策窗口 T-180s [135s~180s] 2026-03-15T19:57:01+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:01 🪟 btc-updown-5m-1773575700 T-180s | p=DN70% σ=0.20 | Up=0.26/360 Dn=0.76/119 spd=0.02 | beat=71872.06 px=71854.05 -2.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:01+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:01 ⏭ btc-updown-5m-1773575700 | rej=无信号 执行edge不足 best=Down net=-0.066 thr=0.070 margin=-0.136 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.26/360 Dn=0.76/119 spd=0.02 | beat=71872.06 px=71854.05 -2.5bp 2026-03-15T19:57:02+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:02 ⏭ btc-updown-5m-1773575700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.25/371 Dn=0.76/6 spd=0.01 | beat=71872.06 px=71854.05 -2.5bp 2026-03-15T19:57:05+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:05 市场 resolved 事件 | condition=0xa634abaa198b55 2026-03-15T19:57:05+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:05 WS resolved 触发 | condition=0xa634abaa198b55 将在下次循环立即尝试 redeem 2026-03-15T19:57:06+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:06 🪟 btc-updown-5m-1773575700 T-174s | p=DN70% σ=0.20 | Up=0.26/15 Dn=0.75/348 spd=0.01 | beat=71872.06 px=71854.05 -2.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:11+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:11 ⏭ btc-updown-5m-1773575700 | rej=无信号 执行edge不足 best=Down net=-0.061 thr=0.070 margin=-0.131 Up:量不足 Down:执行edge不足 | Up=0.26/5 Dn=0.76/421 spd=0.02 | beat=71872.06 px=71854.05 -2.5bp 2026-03-15T19:57:11+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:11 🪟 btc-updown-5m-1773575700 T-168s | p=DN71% σ=0.20 | Up=0.26/7 Dn=0.76/486 spd=0.02 | beat=71872.06 px=71854.05 -2.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:13+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:13 ⏭ btc-updown-5m-1773575700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.26/37 Dn=0.75/9 spd=0.01 | beat=71872.06 px=71854.05 -2.5bp 2026-03-15T19:57:17+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:17 🪟 btc-updown-5m-1773575700 T-163s | p=DN72% σ=0.20 | Up=0.24/11 Dn=0.77/73 spd=0.01 | beat=71872.06 px=71853.22 -2.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:21+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:21 ⏭ btc-updown-5m-1773575700 | rej=无信号 执行edge不足 best=Down net=-0.058 thr=0.070 margin=-0.128 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.23/54 Dn=0.78/420 spd=0.01 | beat=71872.06 px=71852.43 -2.7bp 2026-03-15T19:57:23+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:23 🪟 btc-updown-5m-1773575700 T-157s | p=DN73% σ=0.20 | Up=0.35/64 Dn=0.67/31 spd=0.02 | beat=71872.06 px=71852.29 -2.8bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:25+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:25 ⏭ btc-updown-5m-1773575700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.37/200 Dn=0.64/5 spd=0.01 | beat=71872.06 px=71852.29 -2.8bp 2026-03-15T19:57:28+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:28 🪟 btc-updown-5m-1773575700 T-151s | p=DN74% σ=0.20 | Up=0.36/119 Dn=0.65/248 spd=0.01 | beat=71872.06 px=71852.29 -2.8bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:32+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:32 ⏭ btc-updown-5m-1773575700 | rej=无信号 执行edge不足 best=Down net=+0.013 thr=0.070 margin=-0.057 Up:量不足 Down:执行edge不足 | Up=0.37/13 Dn=0.64/249 spd=0.01 | beat=71872.06 px=71858.15 -1.9bp 2026-03-15T19:57:32+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:32 💓 heartbeat | 扫描=571 | 无持仓 | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 2026-03-15T19:57:33+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:33 🪟 btc-updown-5m-1773575700 T-146s | p=DN64% σ=0.20 | Up=0.37/9 Dn=0.64/351 spd=0.01 | beat=71872.06 px=71861.05 -1.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:38+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:38 ⏭ btc-updown-5m-1773575700 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.34/171 Dn=0.70/30 spd=0.04 | beat=71872.06 px=71863.06 -1.3bp 2026-03-15T19:57:39+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:39 🪟 btc-updown-5m-1773575700 T-141s | p=DN62% σ=0.20 | Up=0.31/36 Dn=0.70/15 spd=0.01 | beat=71872.06 px=71863.06 -1.3bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T19:57:42+08:00 ip-172-26-5-159 python[35653]: 2026-03-15 19:57:42 ⏭ btc-updown-5m-1773575700 | rej=near_beat diff=1.3bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载80项 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity | teacher=on 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 📡 价格流启动: binance-perp 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 UserOrderFeed 启动 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 MarketResolutionFeed 启动 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T19:59:02+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:02 📡 binance-perp WS 已连接 2026-03-15T19:59:05+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:05 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T19:59:05+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 19:59:05 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=1 2026-03-15T20:00:05+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:00:05 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=96 2026-03-15T20:01:06+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:01:06 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=196 2026-03-15T20:02:00+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:00 🪟 btc-updown-5m-1773576000 | 进入决策窗口 T-180s [135s~180s] 2026-03-15T20:02:01+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:01 🪟 btc-updown-5m-1773576000 T-180s | p=DN94% σ=0.20 | Up=0.08/547 Dn=0.94/235 spd=0.02 | beat=71852.76 px=71800.37 -7.3bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T20:02:01+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:01 ⏭ btc-updown-5m-1773576000 | rej=无信号 无候选 Up:contrarian_entry_guard Down:ask超范围 | Up=0.08/547 Dn=0.94/235 spd=0.02 | beat=71852.76 px=71800.37 -7.3bp 2026-03-15T20:02:06+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:06 🪟 btc-updown-5m-1773576000 T-174s | p=DN95% σ=0.20 | Up=0.06/57 Dn=0.95/1310 spd=0.01 | beat=71852.76 px=71798.09 -7.6bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T20:02:06+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:06 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=293 2026-03-15T20:02:10+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:10 ⏭ btc-updown-5m-1773576000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/37 Dn=0.95/1088 spd=0.01 | beat=71852.76 px=71796.14 -7.9bp 2026-03-15T20:02:11+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:11 🪟 btc-updown-5m-1773576000 T-169s | p=DN96% σ=0.20 | Up=0.08/1036 Dn=0.94/5 spd=0.02 | beat=71852.76 px=71795.60 -8.0bp | nb=5.2bp flip=0.00 | ↑0s ↓10s 2026-03-15T20:02:17+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:17 🪟 btc-updown-5m-1773576000 T-163s | p=DN96% σ=0.20 | Up=0.06/286 Dn=0.95/512 spd=0.01 | beat=71852.76 px=71793.99 -8.2bp | nb=5.0bp flip=0.00 | ↑0s ↓12s 2026-03-15T20:02:21+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:21 ⏭ btc-updown-5m-1773576000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/140 Dn=0.96/1083 spd=0.01 | beat=71852.76 px=71791.57 -8.5bp 2026-03-15T20:02:22+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:22 🪟 btc-updown-5m-1773576000 T-157s | p=DN97% σ=0.20 | Up=0.05/225 Dn=0.96/833 spd=0.01 | beat=71852.76 px=71791.40 -8.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:02:28+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:28 🪟 btc-updown-5m-1773576000 T-152s | p=DN98% σ=0.20 | Up=0.06/196 Dn=0.95/192 spd=0.01 | beat=71852.76 px=71786.70 -9.2bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:02:32+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:32 ⏭ btc-updown-5m-1773576000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/34 Dn=0.97/1203 spd=0.01 | beat=71852.76 px=71786.92 -9.2bp 2026-03-15T20:02:34+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:34 🪟 btc-updown-5m-1773576000 T-146s | p=DN99% σ=0.20 | Up=0.04/345 Dn=0.97/423 spd=0.01 | beat=71852.76 px=71785.30 -9.4bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:02:40+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:40 🪟 btc-updown-5m-1773576000 T-140s | p=DN99% σ=0.20 | Up=0.03/608 Dn=0.98/1811 spd=0.01 | beat=71852.76 px=71781.83 -9.9bp | nb=5.4bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:02:42+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:02:42 ⏭ btc-updown-5m-1773576000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/1462 Dn=0.98/1021 spd=0.01 | beat=71852.76 px=71773.44 -11.0bp 2026-03-15T20:03:06+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:03:06 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=377 2026-03-15T20:04:07+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:04:07 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=479 2026-03-15T20:05:07+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:05:07 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=576 2026-03-15T20:06:07+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:06:07 💓 heartbeat | 余额=93.92 usdc.e | traded=145 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=678 2026-03-15T20:07:00+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:00 🪟 btc-updown-5m-1773576300 | 进入决策窗口 T-180s [135s~180s] 2026-03-15T20:07:00+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:00 🪟 btc-updown-5m-1773576300 T-180s | p=DN74% σ=0.20 | Up=0.26/5 Dn=0.76/618 spd=0.02 | beat=71779.41 px=71757.43 -3.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:07:00+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:00 ⏭ btc-updown-5m-1773576300 | rej=无信号 执行edge不足 best=Down net=-0.032 thr=0.070 margin=-0.102 Up:量不足 Down:执行edge不足 | Up=0.26/5 Dn=0.76/618 spd=0.02 | beat=71779.41 px=71757.43 -3.1bp 2026-03-15T20:07:05+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:05 ⏭ btc-updown-5m-1773576300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.32/89 Dn=0.72/48 spd=0.04 | beat=71779.41 px=71757.44 -3.1bp 2026-03-15T20:07:06+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:06 🪟 btc-updown-5m-1773576300 T-174s | p=DN74% σ=0.20 | Up=0.33/118 Dn=0.68/147 spd=0.01 | beat=71779.41 px=71757.44 -3.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:07:07+08:00 ip-172-26-5-159 python[35772]: 2026-03-15 20:07:07 ⏭ btc-updown-5m-1773576300 | rej=near_beat diff=3.1bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载72项 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=5 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 📡 价格流启动: binance-perp 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 UserOrderFeed 启动 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 MarketResolutionFeed 启动 2026-03-15T20:29:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:06 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T20:29:07+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:07 📡 binance-perp WS 已连接 2026-03-15T20:29:09+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:09 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T20:29:09+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:29:09 💓 heartbeat | 余额=93.92 usdc.e | traded=144 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=1 2026-03-15T20:30:10+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:30:10 💓 heartbeat | 余额=93.92 usdc.e | traded=144 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=97 2026-03-15T20:31:10+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:31:10 💓 heartbeat | 余额=93.92 usdc.e | traded=144 | 今日 33W-17L 已实现PnL=$+18.29 | BTC5 trade=14 11W-3L WR=78.6% PnL=$+6.15 | 无持仓 | 扫描=199 2026-03-15T20:32:00+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:32:00 🪟 btc-updown-5m-1773577800 | 进入决策窗口 T-180s [135s~180s] 2026-03-15T20:32:00+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:32:00 🪟 btc-updown-5m-1773577800 T-180s | p=DN51% σ=0.20 | Up=0.56/174 Dn=0.45/436 spd=0.01 | beat=71719.80 px=71718.91 -0.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T20:32:00+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:32:00 ⏭ btc-updown-5m-1773577800 | rej=无信号 执行edge不足 best=Down net=+0.039 thr=0.070 margin=-0.031 Up:执行edge不足 Down:执行edge不足 | Up=0.56/174 Dn=0.45/436 spd=0.01 | beat=71719.80 px=71718.91 -0.1bp 2026-03-15T20:32:06+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:32:06 🪟 btc-updown-5m-1773577800 T-174s | p=DN50% σ=0.20 | Up=0.60/10 Dn=0.42/618 spd=0.02 | beat=71719.80 px=71719.50 -0.0bp | nb=5.0bp flip=0.00 | ↑2s ↓9s 2026-03-15T20:32:07+08:00 ip-172-26-5-159 python[36407]: 2026-03-15 20:32:07 ⏭ btc-updown-5m-1773577800 | rej=near_beat diff=0.0bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载72项 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=5 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 📡 价格流启动: binance-perp 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 UserOrderFeed 启动 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 MarketResolutionFeed 启动 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T21:48:15+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:15 📡 binance-perp WS 已连接 2026-03-15T21:48:18+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:18 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T21:48:18+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:48:18 💓 heartbeat | 余额=97.21 usdc.e | traded=145 | 今日 36W-18L 已实现PnL=$+27.02 | BTC5 trade=16 12W-4L WR=75.0% PnL=$+12.47 | 无持仓 | 扫描=1 2026-03-15T21:49:19+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:49:19 💓 heartbeat | 余额=97.21 usdc.e | traded=145 | 今日 36W-18L 已实现PnL=$+27.02 | BTC5 trade=16 12W-4L WR=75.0% PnL=$+12.47 | 无持仓 | 扫描=103 2026-03-15T21:50:19+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:50:19 💓 heartbeat | 余额=97.21 usdc.e | traded=145 | 今日 36W-18L 已实现PnL=$+27.02 | BTC5 trade=16 12W-4L WR=75.0% PnL=$+12.47 | 无持仓 | 扫描=199 2026-03-15T21:51:19+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:51:19 💓 heartbeat | 余额=97.21 usdc.e | traded=145 | 今日 36W-18L 已实现PnL=$+27.02 | BTC5 trade=16 12W-4L WR=75.0% PnL=$+12.47 | 无持仓 | 扫描=301 2026-03-15T21:52:00+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:52:00 🪟 btc-updown-5m-1773582600 | 进入决策窗口 T-179s [135s~180s] 2026-03-15T21:52:00+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:52:00 🪟 btc-updown-5m-1773582600 T-179s | p=UP70% σ=0.20 | Up=0.58/124 Dn=0.43/87 spd=0.01 | beat=71479.08 px=71497.13 +2.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T21:52:00+08:00 ip-172-26-5-159 python[39777]: 2026-03-15 21:52:00 ⏭ btc-updown-5m-1773582600 | rej=near_beat diff=2.5bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载72项 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=5 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 📡 价格流启动: binance-perp 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 UserOrderFeed 启动 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 MarketResolutionFeed 启动 2026-03-16T05:48:14+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:14 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T05:48:15+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:15 📡 binance-perp WS 已连接 2026-03-16T05:48:17+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:17 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T05:48:17+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:17 💓 heartbeat | 余额=135.30 usdc.e | traded=127 | 今日 24W-3L 已实现PnL=$+34.55 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 无持仓 | 扫描=1 2026-03-16T05:48:20+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:48:20 MarketResolutionFeed WebSocket 已连接 2026-03-16T05:49:18+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:49:18 💓 heartbeat | 余额=135.30 usdc.e | traded=127 | 今日 24W-3L 已实现PnL=$+34.55 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 其他runtime持仓=1 | 扫描=101 2026-03-16T05:50:18+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:50:18 💓 heartbeat | 余额=135.30 usdc.e | traded=127 | 今日 24W-3L 已实现PnL=$+34.55 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 其他runtime持仓=1 | 扫描=198 2026-03-16T05:51:19+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:51:19 💓 heartbeat | 余额=135.30 usdc.e | traded=127 | 今日 24W-3L 已实现PnL=$+34.55 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 其他runtime持仓=1 | 扫描=299 2026-03-16T05:52:00+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:52:00 🪟 btc-updown-5m-1773611400 | 进入决策窗口 T-179s [135s~180s] 2026-03-16T05:52:00+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:52:00 🪟 btc-updown-5m-1773611400 T-179s | p=DN52% σ=0.33 | Up=0.43/238 Dn=0.58/141 spd=0.01 | beat=72067.53 px=72064.89 -0.4bp | nb=5.0bp flip=0.01 | ↑6s ↓4s 2026-03-16T05:52:00+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:52:00 ⏭ btc-updown-5m-1773611400 | rej=无信号 执行edge不足 best=Up net=+0.031 thr=0.070 margin=-0.039 Up:执行edge不足 Down:执行edge不足 | Up=0.43/238 Dn=0.58/141 spd=0.01 | beat=72067.53 px=72064.89 -0.4bp 2026-03-16T05:52:04+08:00 ip-172-26-5-159 python[42677]: 2026-03-16 05:52:04 ⏭ btc-updown-5m-1773611400 | rej=near_beat diff=0.0bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载72项 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=5 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 📡 价格流启动: binance-perp 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 UserOrderFeed 启动 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 MarketResolutionFeed 启动 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T05:54:21+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:21 📡 binance-perp WS 已连接 2026-03-16T05:54:24+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:24 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T05:54:24+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:54:24 💓 heartbeat | 余额=137.96 usdc.e | traded=127 | 今日 25W-3L 已实现PnL=$+36.16 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 无持仓 | 扫描=1 2026-03-16T05:55:25+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:55:25 💓 heartbeat | 余额=137.96 usdc.e | traded=127 | 今日 25W-3L 已实现PnL=$+36.16 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 无持仓 | 扫描=98 2026-03-16T05:56:25+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:56:25 💓 heartbeat | 余额=137.96 usdc.e | traded=127 | 今日 25W-3L 已实现PnL=$+36.16 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 无持仓 | 扫描=199 2026-03-16T05:57:00+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:00 🪟 btc-updown-5m-1773611700 | 进入决策窗口 T-179s [135s~180s] 2026-03-16T05:57:00+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:00 🪟 btc-updown-5m-1773611700 T-179s | p=UP58% σ=0.31 | Up=0.51/1 Dn=0.50/134 spd=0.01 | beat=72056.55 px=72067.28 +1.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T05:57:00+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:00 ⏭ btc-updown-5m-1773611700 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.51/1 Dn=0.50/134 spd=0.01 | beat=72056.55 px=72067.28 +1.5bp 2026-03-16T05:57:03+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:03 ⏭ btc-updown-5m-1773611700 | rej=无信号 执行edge不足 best=Up net=+0.003 thr=0.070 margin=-0.067 Up:执行edge不足 Down:量不足 | Up=0.56/20 Dn=0.45/19 spd=0.01 | beat=72056.55 px=72067.40 +1.5bp 2026-03-16T05:57:06+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:06 🪟 btc-updown-5m-1773611700 T-174s | p=UP59% σ=0.29 | Up=0.56/168 Dn=0.46/126 spd=0.02 | beat=72056.55 px=72067.45 +1.5bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-16T05:57:12+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:12 🪟 btc-updown-5m-1773611700 T-168s | p=UP62% σ=0.29 | Up=0.55/132 Dn=0.46/24 spd=0.01 | beat=72056.55 px=72071.06 +2.0bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-16T05:57:13+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:13 ⏭ btc-updown-5m-1773611700 | rej=无信号 执行edge不足 best=Up net=+0.046 thr=0.070 margin=-0.024 Up:执行edge不足 Down:量不足 | Up=0.55/111 Dn=0.46/1 spd=0.01 | beat=72056.55 px=72070.95 +2.0bp 2026-03-16T05:57:17+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:17 🪟 btc-updown-5m-1773611700 T-162s | p=UP63% σ=0.27 | Up=0.54/86 Dn=0.47/132 spd=0.01 | beat=72056.55 px=72070.95 +2.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T05:57:23+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:23 🪟 btc-updown-5m-1773611700 T-157s | p=UP64% σ=0.24 | Up=0.55/36 Dn=0.47/143 spd=0.02 | beat=72056.55 px=72070.70 +2.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T05:57:24+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:24 ⏭ btc-updown-5m-1773611700 | rej=无信号 执行edge不足 best=Up net=+0.067 thr=0.070 margin=-0.003 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.55/36 Dn=0.47/143 spd=0.02 | beat=72056.55 px=72070.71 +2.0bp 2026-03-16T05:57:25+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:25 ⏭ btc-updown-5m-1773611700 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.54/13 Dn=0.47/86 spd=0.01 | beat=72056.55 px=72070.70 +2.0bp 2026-03-16T05:57:25+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:25 💓 heartbeat | 余额=137.96 usdc.e | traded=127 | 今日 25W-3L 已实现PnL=$+36.16 | BTC5 trade=0 0W-0L WR=0.0% PnL=$+0.00 | 无持仓 | 扫描=289 2026-03-16T05:57:26+08:00 ip-172-26-5-159 python[43752]: 2026-03-16 05:57:26 ⏭ btc-updown-5m-1773611700 | rej=near_beat diff=2.0bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载72项 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=5 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 📡 价格流启动: binance-perp 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 UserOrderFeed 启动 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 MarketResolutionFeed 启动 2026-03-16T06:08:13+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:13 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T06:08:14+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:14 📡 binance-perp WS 已连接 2026-03-16T06:08:16+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:16 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T06:08:17+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:08:17 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=1 2026-03-16T06:09:17+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:09:17 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=103 2026-03-16T06:10:17+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:10:17 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=200 2026-03-16T06:11:17+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:11:17 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=301 2026-03-16T06:12:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:00 🪟 btc-updown-5m-1773612600 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T06:12:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:00 🪟 btc-updown-5m-1773612600 T-180s | p=DN95% σ=0.46 | Up=0.06/434 Dn=0.95/490 spd=0.01 | beat=71976.12 px=71844.54 -18.3bp | nb=9.0bp flip=0.02 | ↑0s ↓9s 2026-03-16T06:12:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:00 ⏭ btc-updown-5m-1773612600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/434 Dn=0.95/490 spd=0.01 | beat=71976.12 px=71844.54 -18.3bp 2026-03-16T06:12:05+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:05 🪟 btc-updown-5m-1773612600 T-174s | p=DN97% σ=0.43 | Up=0.06/98 Dn=0.95/104 spd=0.01 | beat=71976.12 px=71842.11 -18.6bp | nb=9.0bp flip=0.02 | ↑0s ↓10s 2026-03-16T06:12:10+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:10 ⏭ btc-updown-5m-1773612600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/557 Dn=0.96/1102 spd=0.02 | beat=71976.12 px=71842.11 -18.6bp 2026-03-16T06:12:11+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:11 🪟 btc-updown-5m-1773612600 T-169s | p=DN97% σ=0.44 | Up=0.05/129 Dn=0.96/962 spd=0.01 | beat=71976.12 px=71841.89 -18.6bp | nb=5.2bp flip=0.02 | ↑0s ↓9s 2026-03-16T06:12:17+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:17 🪟 btc-updown-5m-1773612600 T-163s | p=DN96% σ=0.43 | Up=0.05/95 Dn=0.96/966 spd=0.01 | beat=71976.12 px=71854.64 -16.9bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-16T06:12:18+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:18 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=394 2026-03-16T06:12:21+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:21 ⏭ btc-updown-5m-1773612600 | rej=无信号 执行edge不足 best=Down net=+0.030 thr=0.067 margin=-0.037 Up:量不足 Down:执行edge不足 | Up=0.09/5 Dn=0.92/111 spd=0.01 | beat=71976.12 px=71856.30 -16.6bp 2026-03-16T06:12:22+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:22 🪟 btc-updown-5m-1773612600 T-158s | p=DN95% σ=0.43 | Up=0.09/10 Dn=0.92/130 spd=0.01 | beat=71976.12 px=71860.63 -16.0bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-16T06:12:25+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:25 ⏭ btc-updown-5m-1773612600 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.09/4 Dn=0.92/9 spd=0.01 | beat=71976.12 px=71862.04 -15.8bp 2026-03-16T06:12:28+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:28 🪟 btc-updown-5m-1773612600 T-152s | p=DN94% σ=0.42 | Up=0.06/155 Dn=0.95/86 spd=0.01 | beat=71976.12 px=71870.49 -14.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-16T06:12:34+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:34 🪟 btc-updown-5m-1773612600 T-146s | p=DN95% σ=0.42 | Up=0.08/47 Dn=0.93/105 spd=0.01 | beat=71976.12 px=71870.33 -14.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-16T06:12:35+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:35 ⏭ btc-updown-5m-1773612600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/328 Dn=0.94/86 spd=0.01 | beat=71976.12 px=71868.01 -15.0bp 2026-03-16T06:12:39+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:12:39 🪟 btc-updown-5m-1773612600 T-140s | p=DN96% σ=0.41 | Up=0.07/99 Dn=0.95/140 spd=0.02 | beat=71976.12 px=71867.46 -15.1bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-16T06:13:18+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:13:18 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=483 2026-03-16T06:14:19+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:14:19 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=585 2026-03-16T06:15:19+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:15:19 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=683 2026-03-16T06:16:19+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:16:19 💓 heartbeat | 余额=130.45 usdc.e | traded=128 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=785 2026-03-16T06:17:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:00 🪟 btc-updown-5m-1773612900 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T06:17:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:00 🪟 btc-updown-5m-1773612900 T-180s | p=DN85% σ=0.34 | Up=0.24/5 Dn=0.77/2 spd=0.01 | beat=71807.70 px=71748.24 -8.3bp | nb=6.5bp flip=0.00 | ↑0s ↓11s 2026-03-16T06:17:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:00 ⏭ btc-updown-5m-1773612900 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.24/5 Dn=0.77/2 spd=0.01 | beat=71807.70 px=71748.24 -8.3bp 2026-03-16T06:17:01+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:01 ⏭ btc-updown-5m-1773612900 | rej=无信号 执行edge不足 best=Down net=+0.052 thr=0.067 margin=-0.015 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.23/30 Dn=0.78/114 spd=0.01 | beat=71807.70 px=71748.24 -8.3bp 2026-03-16T06:17:05+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:05 UserOrderFeed WebSocket 已连接 2026-03-16T06:17:11+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:11 ✅ v11买入 btc-updown-5m-1773612900 | Down avg≈0.700 17.0shares limit=0.700 order=0xe2b60b0a30677e6077361c77b115929d71b76ca38dec25d4daef172981368d10 2026-03-16T06:17:19+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:19 💓 heartbeat | 余额=108.82 usdc.e | traded=129 | 今日 25W-4L 已实现PnL=$+28.65 | BTC5 trade=1 0W-1L WR=0.0% PnL=$-7.50 | 无持仓 | 扫描=870 2026-03-16T06:17:20+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:20 MarketResolutionFeed WebSocket 已连接 2026-03-16T06:17:48+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:48 🛑 v11止损卖出 btc-updown-5m-1773612900 | Down avg≈0.310 18.630000shares limit=0.310 order=0x307120aea6fd4c4d070d8a2ae0cde9f05dca8fb73bb12e5a2371d663d01bc4ad drawdown=50.8% 2026-03-16T06:17:53+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:53 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-16T06:17:56+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:56 ❌ v11止损卖出未成交 btc-updown-5m-1773612900 | Down limit=0.210 reason=create_order_failed order=- 2026-03-16T06:17:57+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:17:57 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-16T06:18:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:18:00 ❌ v11止损卖出未成交 btc-updown-5m-1773612900 | Down limit=0.200 reason=create_order_failed order=- 2026-03-16T06:18:19+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:18:19 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=942 2026-03-16T06:19:20+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:19:20 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1044 2026-03-16T06:20:20+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:20:20 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1139 2026-03-16T06:21:20+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:21:20 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1240 2026-03-16T06:22:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:00 🪟 btc-updown-5m-1773613200 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T06:22:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:00 🪟 btc-updown-5m-1773613200 T-180s | p=UP93% σ=0.42 | Up=0.91/135 Dn=0.11/34 spd=0.02 | beat=71811.46 px=71919.81 +15.1bp | nb=9.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:00 ⏭ btc-updown-5m-1773613200 | rej=无信号 执行edge不足 best=Up net=+0.011 thr=0.067 margin=-0.056 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.91/135 Dn=0.11/34 spd=0.02 | beat=71811.46 px=71919.81 +15.1bp 2026-03-16T06:22:05+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:05 🪟 btc-updown-5m-1773613200 T-175s | p=UP93% σ=0.43 | Up=0.90/106 Dn=0.12/10 spd=0.02 | beat=71811.46 px=71919.74 +15.1bp | nb=9.0bp flip=0.01 | ↑9s ↓0s 2026-03-16T06:22:08+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:08 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T06:22:08+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:08 ❌ v11买入未成交 btc-updown-5m-1773613200 | Up limit=0.850 reason=order_unfilled order=- 2026-03-16T06:22:08+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:08 ⏭ btc-updown-5m-1773613200 | 执行层放弃 reason=order_unfilled 2026-03-16T06:22:10+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:10 🪟 btc-updown-5m-1773613200 T-169s | p=UP92% σ=0.43 | Up=0.87/44 Dn=0.15/246 spd=0.02 | beat=71811.46 px=71910.07 +13.7bp | nb=9.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:10+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:10 ⏭ btc-updown-5m-1773613200 | rej=无信号 执行edge不足 best=Up net=+0.034 thr=0.067 margin=-0.033 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.87/44 Dn=0.15/246 spd=0.02 | beat=71811.46 px=71910.07 +13.7bp 2026-03-16T06:22:15+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:15 ⏭ btc-updown-5m-1773613200 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.90/3 Dn=0.11/371 spd=0.01 | beat=71811.46 px=71900.56 +12.4bp 2026-03-16T06:22:16+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:16 🪟 btc-updown-5m-1773613200 T-164s | p=UP90% σ=0.43 | Up=0.92/171 Dn=0.09/217 spd=0.01 | beat=71811.46 px=71900.56 +12.4bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:21+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:21 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1327 2026-03-16T06:22:22+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:22 🪟 btc-updown-5m-1773613200 T-158s | p=UP91% σ=0.42 | Up=0.93/144 Dn=0.08/216 spd=0.01 | beat=71811.46 px=71901.73 +12.6bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:26+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:26 ⏭ btc-updown-5m-1773613200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/334 Dn=0.07/483 spd=0.01 | beat=71811.46 px=71912.94 +14.1bp 2026-03-16T06:22:27+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:27 🪟 btc-updown-5m-1773613200 T-152s | p=UP94% σ=0.43 | Up=0.94/164 Dn=0.07/514 spd=0.01 | beat=71811.46 px=71913.52 +14.2bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:33+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:33 🪟 btc-updown-5m-1773613200 T-147s | p=UP95% σ=0.43 | Up=0.95/407 Dn=0.06/1135 spd=0.01 | beat=71811.46 px=71922.55 +15.5bp | nb=5.1bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:36+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:36 ⏭ btc-updown-5m-1773613200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/64 Dn=0.06/1534 spd=0.01 | beat=71811.46 px=71926.24 +16.0bp 2026-03-16T06:22:39+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:39 🪟 btc-updown-5m-1773613200 T-141s | p=UP97% σ=0.42 | Up=0.96/57 Dn=0.05/609 spd=0.01 | beat=71811.46 px=71936.67 +17.4bp | nb=5.1bp flip=0.01 | ↑11s ↓0s 2026-03-16T06:22:45+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:22:45 🪟 btc-updown-5m-1773613200 T-135s | p=UP98% σ=0.42 | Up=0.97/731 Dn=0.04/1178 spd=0.01 | beat=71811.46 px=71939.55 +17.8bp | nb=6.8bp flip=0.01 | ↑12s ↓0s 2026-03-16T06:23:21+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:23:21 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1417 2026-03-16T06:24:21+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:24:21 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1518 2026-03-16T06:25:21+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:25:21 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1616 2026-03-16T06:26:22+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:26:22 💓 heartbeat | 余额=117.17 usdc.e | traded=129 | 今日 25W-6L 已实现PnL=$+19.64 | BTC5 trade=2 0W-2L WR=0.0% PnL=$-13.63 | 无持仓 | 扫描=1719 2026-03-16T06:27:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:27:00 🪟 btc-updown-5m-1773613500 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T06:27:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:27:00 🪟 btc-updown-5m-1773613500 T-180s | p=UP66% σ=0.34 | Up=0.65/21 Dn=0.36/91 spd=0.01 | beat=71916.11 px=71939.84 +3.3bp | nb=8.5bp flip=0.03 | ↑11s ↓0s 2026-03-16T06:27:00+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:27:00 ⏭ btc-updown-5m-1773613500 | rej=无信号 执行edge不足 best=Up net=-0.013 thr=0.070 margin=-0.083 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.65/21 Dn=0.36/91 spd=0.01 | beat=71916.11 px=71939.84 +3.3bp 2026-03-16T06:27:04+08:00 ip-172-26-5-159 python[44625]: 2026-03-16 06:27:04 ⏭ btc-updown-5m-1773613500 | rej=near_beat diff=3.9bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载73项 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 参数 主链决策=56 (Market 15 + Entry 41) | 执行=6 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 📡 价格流启动: binance-perp 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 UserOrderFeed 启动 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 MarketResolutionFeed 启动 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T07:59:20+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:20 📡 binance-perp WS 已连接 2026-03-16T07:59:23+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:23 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T07:59:23+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 07:59:23 💓 heartbeat | 余额=98.59 usdc.e | traded=125 | 今日 25W-10L 已实现PnL=$+8.44 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=1 2026-03-16T08:00:24+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:00:24 💓 heartbeat | 余额=98.59 usdc.e | traded=125 | 今日 25W-10L 已实现PnL=$+8.44 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=95 2026-03-16T08:01:24+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:01:24 💓 heartbeat | 余额=98.59 usdc.e | traded=125 | 今日 25W-10L 已实现PnL=$+8.44 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=193 2026-03-16T08:02:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:00 🪟 btc-updown-5m-1773619200 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:02:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:00 🪟 btc-updown-5m-1773619200 T-180s | p=UP93% σ=0.43 | Up=0.94/902 Dn=0.13/57 spd=0.07 | beat=72826.88 px=72940.43 +15.6bp | nb=9.0bp flip=0.00 | ↑10s ↓0s 2026-03-16T08:02:01+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:01 ⏭ btc-updown-5m-1773619200 | rej=无信号 无候选 Up:ask超范围 Down:价差大 | Up=0.94/902 Dn=0.13/57 spd=0.07 | beat=72826.88 px=72940.43 +15.6bp 2026-03-16T08:02:05+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:05 ⏭ btc-updown-5m-1773619200 | rej=无信号 执行edge不足 best=Up net=+0.066 thr=0.067 margin=-0.001 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.86/24 Dn=0.16/81 spd=0.02 | beat=72826.88 px=72943.38 +16.0bp 2026-03-16T08:02:06+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:06 🪟 btc-updown-5m-1773619200 T-174s | p=UP94% σ=0.44 | Up=0.86/10 Dn=0.15/29 spd=0.01 | beat=72826.88 px=72943.59 +16.0bp | nb=9.0bp flip=0.00 | ↑11s ↓0s 2026-03-16T08:02:10+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:10 ⏭ btc-updown-5m-1773619200 | rej=recheck无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.86/13 Dn=0.17/34 spd=0.03 | beat=72826.88 px=72965.90 +19.1bp 2026-03-16T08:02:12+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:12 UserOrderFeed WebSocket 已连接 2026-03-16T08:02:17+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:17 API error (attempt 1/3): PolyApiException[status_code=None, error_message=Request exception!] 2026-03-16T08:02:18+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:18 订单重复(可能已成功): PolyApiException[status_code=400, error_message={'error': 'order 0x6259d585dc073dbc702547554827a18e313d626a1ed99b5e2f976b1aee6f729d is invalid. Duplicated.'}] 2026-03-16T08:02:18+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:18 duplicated 错误已返回 order_id=0x6259d585dc073dbc702547554827a18e313d626a1ed99b5e2f976b1aee6f729d，后续交给订单/成交对账继续确认 2026-03-16T08:02:30+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:30 FAK 订单未成交 | intent=59fcdaee-dbd4-4bbf-985b-750dc121517d order=0x6259d585dc073dbc702547554827a18e313d626a1ed99b5e2f976b1aee6f729d reason=order_unfilled 2026-03-16T08:02:30+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:30 ❌ v11买入未成交 btc-updown-5m-1773619200 | Up limit=0.870 reason=order_unfilled order=0x6259d585dc073dbc702547554827a18e313d626a1ed99b5e2f976b1aee6f729d 2026-03-16T08:02:30+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:30 ⏭ btc-updown-5m-1773619200 | 执行层放弃 reason=order_unfilled 2026-03-16T08:02:31+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:31 💓 heartbeat | 余额=98.59 usdc.e | traded=125 | 今日 25W-10L 已实现PnL=$+8.44 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=261 2026-03-16T08:02:32+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:32 🪟 btc-updown-5m-1773619200 T-148s | p=UP97% σ=0.48 | Up=0.95/1242 Dn=0.06/19 spd=0.01 | beat=72826.88 px=72968.36 +19.4bp | nb=6.5bp flip=0.00 | ↑11s ↓0s 2026-03-16T08:02:32+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:32 ⏭ btc-updown-5m-1773619200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/1242 Dn=0.06/19 spd=0.01 | beat=72826.88 px=72968.36 +19.4bp 2026-03-16T08:02:37+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:37 🪟 btc-updown-5m-1773619200 T-143s | p=UP96% σ=0.49 | Up=0.94/514 Dn=0.07/5 spd=0.01 | beat=72826.88 px=72963.50 +18.8bp | nb=9.0bp flip=0.00 | ↑11s ↓0s 2026-03-16T08:02:42+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:42 🪟 btc-updown-5m-1773619200 T-138s | p=UP90% σ=0.49 | Up=0.95/4 Dn=0.07/69 spd=0.02 | beat=72826.88 px=72923.33 +13.2bp | nb=9.0bp flip=0.00 | ↑10s ↓0s 2026-03-16T08:02:42+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:42 ⏭ btc-updown-5m-1773619200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/4 Dn=0.07/69 spd=0.02 | beat=72826.88 px=72923.33 +13.2bp 2026-03-16T08:02:44+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:44 ⏭ btc-updown-5m-1773619200 | rej=无信号 执行edge不足 best=Up net=-0.031 thr=0.067 margin=-0.098 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.90/78 Dn=0.11/207 spd=0.01 | beat=72826.88 px=72913.12 +11.8bp 2026-03-16T08:02:50+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:02:50 MarketResolutionFeed WebSocket 已连接 2026-03-16T08:03:31+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:03:31 💓 heartbeat | 余额=99.14 usdc.e | traded=125 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=355 2026-03-16T08:04:31+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:04:31 💓 heartbeat | 余额=99.14 usdc.e | traded=125 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=457 2026-03-16T08:05:31+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:05:31 💓 heartbeat | 余额=99.14 usdc.e | traded=125 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=554 2026-03-16T08:06:31+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:06:31 💓 heartbeat | 余额=99.14 usdc.e | traded=125 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=655 2026-03-16T08:06:48+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:06:48 市场 resolved 事件 | condition=0x86fc145a4e216a 2026-03-16T08:06:48+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:06:48 WS resolved 触发 | condition=0x86fc145a4e216a 将在下次循环立即尝试 redeem 2026-03-16T08:07:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:00 🪟 btc-updown-5m-1773619500 | 进入决策窗口 T-179s [135s~180s] 2026-03-16T08:07:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:00 🪟 btc-updown-5m-1773619500 T-179s | p=DN56% σ=0.54 | Up=0.42/3 Dn=0.60/138 spd=0.02 | beat=72961.38 px=72947.62 -1.9bp | nb=9.0bp flip=0.08 | ↑0s ↓10s 2026-03-16T08:07:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:00 ⏭ btc-updown-5m-1773619500 | rej=无信号 执行edge不足 best=Down net=-0.060 thr=0.070 margin=-0.130 Up:量不足 Down:执行edge不足 | Up=0.42/3 Dn=0.60/138 spd=0.02 | beat=72961.38 px=72947.62 -1.9bp 2026-03-16T08:07:05+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:05 🪟 btc-updown-5m-1773619500 T-174s | p=DN65% σ=0.55 | Up=0.49/31 Dn=0.57/11 spd=0.06 | beat=72961.38 px=72924.58 -5.0bp | nb=9.0bp flip=0.07 | ↑0s ↓11s 2026-03-16T08:07:05+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:05 ⏭ btc-updown-5m-1773619500 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.49/31 Dn=0.57/11 spd=0.06 | beat=72961.38 px=72924.58 -5.0bp 2026-03-16T08:07:12+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:12 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T08:07:12+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:12 ❌ v11买入未成交 btc-updown-5m-1773619500 | Down limit=0.530 reason=order_unfilled order=- 2026-03-16T08:07:12+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:12 ⏭ btc-updown-5m-1773619500 | 执行层放弃 reason=order_unfilled 2026-03-16T08:07:13+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:13 🪟 btc-updown-5m-1773619500 T-167s | p=DN67% σ=0.55 | Up=0.43/39 Dn=0.59/360 spd=0.02 | beat=72961.38 px=72920.78 -5.6bp | nb=9.0bp flip=0.06 | ↑0s ↓11s 2026-03-16T08:07:13+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:13 ⏭ btc-updown-5m-1773619500 | rej=无信号 执行edge不足 best=Down net=+0.050 thr=0.069 margin=-0.019 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.43/39 Dn=0.59/360 spd=0.02 | beat=72961.38 px=72920.78 -5.6bp 2026-03-16T08:07:15+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:15 ⏭ btc-updown-5m-1773619500 | rej=recheck无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.52/80 Dn=0.49/10 spd=0.01 | beat=72961.38 px=72920.73 -5.6bp 2026-03-16T08:07:23+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:23 ✅ v11买入 btc-updown-5m-1773619500 | Down avg≈0.440 14.77233shares limit=0.440 order=0x58986a8285360ae4a06c5969b798a858ecbd6f580d57c6d27ed5547ef9814598 2026-03-16T08:07:32+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:07:32 💓 heartbeat | 余额=92.54 usdc.e | traded=126 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 无持仓 | 扫描=728 2026-03-16T08:08:32+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:32 💓 heartbeat | 余额=92.54 usdc.e | traded=126 | 今日 26W-10L 已实现PnL=$+8.99 | BTC5 trade=3 0W-3L WR=0.0% PnL=$-19.39 | 持仓: btc-updown-5m-1773619500 Down | 扫描=802 2026-03-16T08:08:42+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:42 FAK market order 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T08:08:42+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:42 ❌ v11止损卖出未成交 btc-updown-5m-1773619500 | Down limit=0.390 reason=order_unfilled order=- 2026-03-16T08:08:48+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:48 🛑 v11止损卖出 btc-updown-5m-1773619500 | Down avg≈0.370 14.770000shares limit=0.370 order=0x34855f85bb849b47e2d668c7f50d63270fa78c63d816a0033ea48e3c3f9ec5f1 drawdown=14.0% 2026-03-16T08:08:53+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:53 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-16T08:08:56+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:08:56 ❌ v11止损卖出未成交 btc-updown-5m-1773619500 | Down limit=0.610 reason=create_order_failed order=- 2026-03-16T08:09:32+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:09:32 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=882 2026-03-16T08:10:33+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:10:33 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=980 2026-03-16T08:11:33+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:11:33 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1081 2026-03-16T08:11:49+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:11:49 市场 resolved 事件 | condition=0xeab0eec11f1945 2026-03-16T08:11:49+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:11:49 WS resolved 触发 | condition=0xeab0eec11f1945 将在下次循环立即尝试 redeem 2026-03-16T08:12:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:00 🪟 btc-updown-5m-1773619800 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:12:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:00 🪟 btc-updown-5m-1773619800 T-180s | p=DN98% σ=0.40 | Up=0.12/159 Dn=0.89/23 spd=0.01 | beat=72898.21 px=72758.75 -19.1bp | nb=9.0bp flip=0.01 | ↑0s ↓7s 2026-03-16T08:12:00+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:00 ⏭ btc-updown-5m-1773619800 | rej=confirmation_fail ↑7s ↓0s need=8s | Up=0.12/159 Dn=0.89/23 spd=0.01 | beat=72898.21 px=72758.75 -19.1bp 2026-03-16T08:12:01+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:01 ⏭ btc-updown-5m-1773619800 | rej=无信号 执行edge不足 best=Down net=+0.049 thr=0.067 margin=-0.018 Up:量不足 Down:执行edge不足 | Up=0.10/18 Dn=0.92/26 spd=0.02 | beat=72898.21 px=72758.75 -19.1bp 2026-03-16T08:12:04+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:04 ⏭ btc-updown-5m-1773619800 | rej=无信号 无候选 Up:价差大 Down:ask超范围 | Up=0.10/125 Dn=0.94/270 spd=0.04 | beat=72898.21 px=72758.92 -19.1bp 2026-03-16T08:12:05+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:05 🪟 btc-updown-5m-1773619800 T-174s | p=DN98% σ=0.39 | Up=0.07/136 Dn=0.94/67 spd=0.01 | beat=72898.21 px=72763.37 -18.5bp | nb=9.0bp flip=0.01 | ↑0s ↓6s 2026-03-16T08:12:10+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:10 🪟 btc-updown-5m-1773619800 T-169s | p=DN98% σ=0.38 | Up=0.07/133 Dn=0.94/82 spd=0.01 | beat=72898.21 px=72764.67 -18.3bp | nb=9.0bp flip=0.01 | ↑0s ↓4s 2026-03-16T08:12:11+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:11 ⏭ btc-updown-5m-1773619800 | rej=无信号 执行edge不足 best=Up net=-0.066 thr=0.070 margin=-0.136 Up:执行edge不足 Down:ask超范围 | Up=0.08/100 Dn=0.93/131 spd=0.01 | beat=72898.21 px=72764.51 -18.3bp 2026-03-16T08:12:16+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:16 🪟 btc-updown-5m-1773619800 T-163s | p=DN99% σ=0.38 | Up=0.11/299 Dn=0.92/272 spd=0.03 | beat=72898.21 px=72761.29 -18.8bp | nb=9.0bp flip=0.01 | ↑0s ↓4s 2026-03-16T08:12:17+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:17 ⏭ btc-updown-5m-1773619800 | rej=confirmation_fail ↑3s ↓0s need=8s | Up=0.11/159 Dn=0.90/152 spd=0.01 | beat=72898.21 px=72761.29 -18.8bp 2026-03-16T08:12:18+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:18 ⏭ btc-updown-5m-1773619800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.10/19 Dn=0.91/15 spd=0.01 | beat=72898.21 px=72764.58 -18.3bp 2026-03-16T08:12:19+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:19 ⏭ btc-updown-5m-1773619800 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-16T08:12:25+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:25 🪟 btc-updown-5m-1773619800 T-155s | p=DN98% σ=0.38 | Up=0.09/30 Dn=0.92/1 spd=0.01 | beat=72898.21 px=72767.67 -17.9bp | nb=9.0bp flip=0.01 | ↑0s ↓4s 2026-03-16T08:12:25+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:25 ⏭ btc-updown-5m-1773619800 | rej=无信号 执行edge不足 best=Up net=-0.079 thr=0.070 margin=-0.149 Up:执行edge不足 Down:量不足 | Up=0.09/30 Dn=0.92/1 spd=0.01 | beat=72898.21 px=72767.67 -17.9bp 2026-03-16T08:12:29+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:29 ⏭ btc-updown-5m-1773619800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/198 Dn=0.94/178 spd=0.01 | beat=72898.21 px=72768.78 -17.8bp 2026-03-16T08:12:30+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:30 🪟 btc-updown-5m-1773619800 T-150s | p=DN98% σ=0.38 | Up=0.07/357 Dn=0.94/114 spd=0.01 | beat=72898.21 px=72768.79 -17.8bp | nb=9.0bp flip=0.01 | ↑0s ↓5s 2026-03-16T08:12:33+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:33 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1166 2026-03-16T08:12:35+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:35 🪟 btc-updown-5m-1773619800 T-145s | p=DN99% σ=0.37 | Up=0.04/28 Dn=0.97/1342 spd=0.01 | beat=72898.21 px=72767.22 -18.0bp | nb=9.0bp flip=0.01 | ↑0s ↓9s 2026-03-16T08:12:39+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:39 ⏭ btc-updown-5m-1773619800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/152 Dn=0.97/1181 spd=0.01 | beat=72898.21 px=72755.03 -19.6bp 2026-03-16T08:12:40+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:12:40 🪟 btc-updown-5m-1773619800 T-139s | p=DN99% σ=0.38 | Up=0.05/499 Dn=0.97/957 spd=0.02 | beat=72898.21 px=72751.64 -20.1bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-16T08:13:33+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:13:33 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1262 2026-03-16T08:14:34+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:14:34 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1364 2026-03-16T08:15:34+08:00 ip-172-26-5-159 python[46314]: 2026-03-16 08:15:34 💓 heartbeat | 余额=98.10 usdc.e | traded=126 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1462 2026-03-16T08:16:03+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-16T08:16:03+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-16T08:16:03+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-16T08:16:03+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 1min 8.053s CPU time. 2026-03-16T08:16:03+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 builder attribution: 已配置 BuilderConfig 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 OrderBookWebSocketFeed 启动 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.1.0 (2026-03-15) 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 策略 raw -> adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载82项 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 参数 主链决策=59 (Market 15 + Entry 44) | 执行=12 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 📡 价格流启动: binance-perp 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 UserOrderFeed 启动 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 MarketResolutionFeed 启动 2026-03-16T08:16:08+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:08 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T08:16:09+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:09 📡 binance-perp WS 已连接 2026-03-16T08:16:11+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:11 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T08:16:13+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:16:13 💓 heartbeat | 余额=98.10 usdc.e | traded=125 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1 2026-03-16T08:17:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:00 🪟 btc-updown-5m-1773620100 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:17:04+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:04 🪟 btc-updown-5m-1773620100 T-180s | p=UP97% σ=0.38 | Up=0.97/934 Dn=0.06/201 spd=0.03 | beat=72729.33 px=72854.09 +17.2bp | nb=9.0bp flip=0.02 | ↑13s ↓0s 2026-03-16T08:17:04+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:04 ⏭ btc-updown-5m-1773620100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/934 Dn=0.06/201 spd=0.03 | beat=72729.33 px=72854.09 +17.2bp 2026-03-16T08:17:05+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:05 🪟 btc-updown-5m-1773620100 T-174s | p=UP97% σ=0.38 | Up=0.95/132 Dn=0.06/56 spd=0.01 | beat=72729.33 px=72854.10 +17.2bp | nb=9.0bp flip=0.02 | ↑10s ↓0s 2026-03-16T08:17:10+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:10 ⏭ btc-updown-5m-1773620100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/627 Dn=0.07/257 spd=0.02 | beat=72729.33 px=72858.66 +17.8bp 2026-03-16T08:17:11+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:11 🪟 btc-updown-5m-1773620100 T-169s | p=UP98% σ=0.38 | Up=0.96/444 Dn=0.05/55 spd=0.01 | beat=72729.33 px=72863.48 +18.4bp | nb=9.0bp flip=0.02 | ↑11s ↓0s 2026-03-16T08:17:13+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:13 💓 heartbeat | 余额=98.10 usdc.e | traded=125 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=89 2026-03-16T08:17:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:17 🪟 btc-updown-5m-1773620100 T-163s | p=UP98% σ=0.38 | Up=0.97/72 Dn=0.05/10 spd=0.02 | beat=72729.33 px=72865.40 +18.7bp | nb=9.0bp flip=0.02 | ↑11s ↓0s 2026-03-16T08:17:21+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:21 ⏭ btc-updown-5m-1773620100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/2059 Dn=0.03/39 spd=0.01 | beat=72729.33 px=72873.60 +19.8bp 2026-03-16T08:17:22+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:22 🪟 btc-updown-5m-1773620100 T-157s | p=UP99% σ=0.38 | Up=0.95/27 Dn=0.06/372 spd=0.01 | beat=72729.33 px=72878.12 +20.5bp | nb=9.0bp flip=0.02 | ↑10s ↓0s 2026-03-16T08:17:28+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:28 🪟 btc-updown-5m-1773620100 T-152s | p=UP99% σ=0.39 | Up=0.98/1909 Dn=0.03/221 spd=0.01 | beat=72729.33 px=72876.42 +20.2bp | nb=9.0bp flip=0.02 | ↑11s ↓0s 2026-03-16T08:17:31+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:31 ⏭ btc-updown-5m-1773620100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/69 Dn=0.04/146 spd=0.01 | beat=72729.33 px=72874.27 +19.9bp 2026-03-16T08:17:34+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:34 🪟 btc-updown-5m-1773620100 T-146s | p=UP99% σ=0.39 | Up=0.97/143 Dn=0.04/30 spd=0.01 | beat=72729.33 px=72874.25 +19.9bp | nb=8.8bp flip=0.01 | ↑10s ↓0s 2026-03-16T08:17:40+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:40 🪟 btc-updown-5m-1773620100 T-140s | p=UP99% σ=0.39 | Up=0.97/7 Dn=0.04/88 spd=0.01 | beat=72729.33 px=72875.40 +20.1bp | nb=7.9bp flip=0.01 | ↑11s ↓0s 2026-03-16T08:17:42+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:17:42 ⏭ btc-updown-5m-1773620100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/2047 Dn=0.03/461 spd=0.01 | beat=72729.33 px=72877.30 +20.3bp 2026-03-16T08:18:14+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:18:14 💓 heartbeat | 余额=89.91 usdc.e | traded=125 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=175 2026-03-16T08:18:59+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:18:59 MarketResolutionFeed WebSocket 已连接 2026-03-16T08:19:15+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:19:15 💓 heartbeat | 余额=92.05 usdc.e | traded=125 | 今日 27W-11L 已实现PnL=$+7.95 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 其他runtime持仓=1 | 扫描=275 2026-03-16T08:20:15+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:20:15 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=370 2026-03-16T08:21:15+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:21:15 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=471 2026-03-16T08:21:51+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:21:51 市场 resolved 事件 | condition=0x07ac1d3547ba76 2026-03-16T08:21:51+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:21:51 WS resolved 触发 | condition=0x07ac1d3547ba76 将在下次循环立即尝试 redeem 2026-03-16T08:22:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:00 🪟 btc-updown-5m-1773620400 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:22:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:00 🪟 btc-updown-5m-1773620400 T-180s | p=DN73% σ=0.44 | Up=0.25/91 Dn=0.77/170 spd=0.02 | beat=72687.19 px=72641.74 -6.3bp | nb=6.1bp flip=0.00 | ↑0s ↓10s 2026-03-16T08:22:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:00 ⏭ btc-updown-5m-1773620400 | rej=无信号 执行edge不足 best=Down net=-0.054 thr=0.068 margin=-0.123 Up:contrarian_trend_accelerating Down:执行edge不足 | Up=0.25/91 Dn=0.77/170 spd=0.02 | beat=72687.19 px=72641.74 -6.3bp 2026-03-16T08:22:05+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:05 🪟 btc-updown-5m-1773620400 T-175s | p=DN73% σ=0.44 | Up=0.27/48 Dn=0.74/5 spd=0.01 | beat=72687.19 px=72640.74 -6.4bp | nb=5.8bp flip=0.00 | ↑0s ↓10s 2026-03-16T08:22:05+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:05 ⏭ btc-updown-5m-1773620400 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.27/48 Dn=0.74/5 spd=0.01 | beat=72687.19 px=72640.74 -6.4bp 2026-03-16T08:22:11+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:11 🪟 btc-updown-5m-1773620400 T-169s | p=DN79% σ=0.44 | Up=0.22/262 Dn=0.79/199 spd=0.01 | beat=72687.19 px=72629.16 -8.0bp | nb=5.1bp flip=0.00 | ↑0s ↓10s 2026-03-16T08:22:11+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:11 ⏭ btc-updown-5m-1773620400 | rej=无信号 执行edge不足 best=Down net=-0.016 thr=0.067 margin=-0.083 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.22/262 Dn=0.79/199 spd=0.01 | beat=72687.19 px=72629.16 -8.0bp 2026-03-16T08:22:16+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:16 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=565 2026-03-16T08:22:16+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:16 🪟 btc-updown-5m-1773620400 T-163s | p=DN80% σ=0.44 | Up=0.24/61 Dn=0.77/129 spd=0.01 | beat=72687.19 px=72625.73 -8.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-16T08:22:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:17 ⏭ btc-updown-5m-1773620400 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.27/104 Dn=0.75/5 spd=0.02 | beat=72687.19 px=72625.73 -8.5bp 2026-03-16T08:22:21+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:21 ⏭ btc-updown-5m-1773620400 | rej=recheck无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.34/88 Dn=0.67/17 spd=0.01 | beat=72687.19 px=72626.12 -8.4bp 2026-03-16T08:22:22+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:22 🪟 btc-updown-5m-1773620400 T-158s | p=DN81% σ=0.44 | Up=0.33/155 Dn=0.68/8 spd=0.01 | beat=72687.19 px=72626.12 -8.4bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-16T08:22:27+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:27 ⏭ btc-updown-5m-1773620400 | rej=recheck无信号 执行edge不足 best=Down net=+0.042 thr=0.067 margin=-0.025 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.31/33 Dn=0.71/46 spd=0.02 | beat=72687.19 px=72635.76 -7.1bp 2026-03-16T08:22:28+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:28 🪟 btc-updown-5m-1773620400 T-152s | p=DN76% σ=0.43 | Up=0.30/27 Dn=0.72/245 spd=0.02 | beat=72687.19 px=72639.58 -6.5bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-16T08:22:28+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:28 ⏭ btc-updown-5m-1773620400 | rej=无信号 执行edge不足 best=Down net=+0.018 thr=0.068 margin=-0.050 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.30/27 Dn=0.72/245 spd=0.02 | beat=72687.19 px=72639.58 -6.5bp 2026-03-16T08:22:30+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:30 ⏭ btc-updown-5m-1773620400 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.30/169 Dn=0.71/0 spd=0.01 | beat=72687.19 px=72640.01 -6.5bp 2026-03-16T08:22:33+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:33 🪟 btc-updown-5m-1773620400 T-147s | p=DN74% σ=0.43 | Up=0.29/44 Dn=0.72/126 spd=0.01 | beat=72687.19 px=72644.29 -5.9bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-16T08:22:38+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:38 ⏭ btc-updown-5m-1773620400 | rej=无信号 执行edge不足 best=Down net=-0.049 thr=0.068 margin=-0.118 Up:contrarian_trend_accelerating Down:执行edge不足 | Up=0.22/70 Dn=0.79/73 spd=0.01 | beat=72687.19 px=72642.65 -6.1bp 2026-03-16T08:22:39+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:39 🪟 btc-updown-5m-1773620400 T-141s | p=DN75% σ=0.43 | Up=0.23/29 Dn=0.78/90 spd=0.01 | beat=72687.19 px=72642.65 -6.1bp | nb=5.0bp flip=0.00 | ↑0s ↓12s 2026-03-16T08:22:40+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:40 ⏭ btc-updown-5m-1773620400 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.24/48 Dn=0.77/2 spd=0.01 | beat=72687.19 px=72642.47 -6.2bp 2026-03-16T08:22:45+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:22:45 🪟 btc-updown-5m-1773620400 T-135s | p=DN79% σ=0.43 | Up=0.20/53 Dn=0.83/131 spd=0.03 | beat=72687.19 px=72633.72 -7.4bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-16T08:23:16+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:23:16 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=645 2026-03-16T08:24:16+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:24:16 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=741 2026-03-16T08:25:16+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:25:16 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=833 2026-03-16T08:26:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:26:17 💓 heartbeat | 余额=97.65 usdc.e | traded=125 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=929 2026-03-16T08:27:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:00 🪟 btc-updown-5m-1773620700 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:27:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:00 🪟 btc-updown-5m-1773620700 T-180s | p=DN79% σ=0.26 | Up=0.35/723 Dn=0.67/10 spd=0.02 | beat=72556.07 px=72518.97 -5.1bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-16T08:27:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:00 ⏭ btc-updown-5m-1773620700 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.35/723 Dn=0.67/10 spd=0.02 | beat=72556.07 px=72518.97 -5.1bp 2026-03-16T08:27:02+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:02 UserOrderFeed WebSocket 已连接 2026-03-16T08:27:09+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:09 ✅ v11买入 btc-updown-5m-1773620700 | Down avg≈0.680 8.0shares limit=0.680 order=0x1eb26d5330ba502ce97e60dea266581d05cc5668242eb12820f003cd69b83ba9 2026-03-16T08:27:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:27:17 💓 heartbeat | 余额=92.21 usdc.e | traded=126 | 今日 27W-12L 已实现PnL=$+7.16 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 无持仓 | 扫描=1011 2026-03-16T08:28:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:28:17 💓 heartbeat | 余额=92.45 usdc.e | traded=126 | 今日 28W-12L 已实现PnL=$+7.40 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 持仓: btc-updown-5m-1773620700 Down | 扫描=1083 2026-03-16T08:29:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:29:17 💓 heartbeat | 余额=92.45 usdc.e | traded=126 | 今日 28W-12L 已实现PnL=$+7.40 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 持仓: btc-updown-5m-1773620700 Down | 扫描=1152 2026-03-16T08:30:17+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:30:17 💓 heartbeat | 余额=92.45 usdc.e | traded=126 | 今日 28W-12L 已实现PnL=$+7.40 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 持仓: btc-updown-5m-1773620700 Down | 扫描=1224 2026-03-16T08:31:18+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:31:18 💓 heartbeat | 余额=92.45 usdc.e | traded=126 | 今日 28W-12L 已实现PnL=$+7.40 | BTC5 trade=4 0W-4L WR=0.0% PnL=$-20.52 | 持仓: btc-updown-5m-1773620700 Down | 扫描=1325 2026-03-16T08:31:59+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:31:59 📡 CTF redeem (gasless) tx 已发送: 0xce460e2ec91cccc18ea2d4ea6684ca37b52b93be9b49155706103f6817160399 2026-03-16T08:32:11+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:11 redeem 确认成功 | slug=btc-updown-5m-1773620700 outcome=Down tx=0xce460e2ec91cccc18ea2d4ea6684ca37b52b93be9b49155706103f6817160399 2026-03-16T08:32:12+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:12 🪟 btc-updown-5m-1773621000 | 进入决策窗口 T-168s [135s~180s] 2026-03-16T08:32:12+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:12 🪟 btc-updown-5m-1773621000 T-168s | p=UP76% σ=0.29 | Up=0.83/21 Dn=0.21/165 spd=0.04 | beat=72524.29 px=72558.21 +4.7bp | nb=9.0bp flip=0.03 | ↑11s ↓0s 2026-03-16T08:32:12+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:12 ⏭ btc-updown-5m-1773621000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.83/21 Dn=0.21/165 spd=0.04 | beat=72524.29 px=72558.21 +4.7bp 2026-03-16T08:32:13+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:13 ⏭ btc-updown-5m-1773621000 | rej=无信号 执行edge不足 best=Up net=-0.085 thr=0.070 margin=-0.155 Up:执行edge不足 Down:量不足 | Up=0.84/113 Dn=0.18/2 spd=0.02 | beat=72524.29 px=72559.15 +4.8bp 2026-03-16T08:32:18+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:18 🪟 btc-updown-5m-1773621000 T-162s | p=UP88% σ=0.29 | Up=0.82/15 Dn=0.19/47 spd=0.01 | beat=72524.29 px=72581.29 +7.9bp | nb=9.0bp flip=0.03 | ↑9s ↓0s 2026-03-16T08:32:18+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:18 💓 heartbeat | 余额=100.96 usdc.e | traded=126 | 今日 29W-12L 已实现PnL=$+10.48 | BTC5 trade=5 1W-4L WR=20.0% PnL=$-17.45 | 无持仓 | 扫描=1395 2026-03-16T08:32:20+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:20 ⏭ btc-updown-5m-1773621000 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.78/122 Dn=0.27/185 spd=0.05 | beat=72524.29 px=72589.24 +9.0bp 2026-03-16T08:32:23+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:23 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T08:32:23+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:23 ❌ v11买入未成交 btc-updown-5m-1773621000 | Up limit=0.770 reason=order_unfilled order=- 2026-03-16T08:32:23+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:23 ⏭ btc-updown-5m-1773621000 | 执行层放弃 reason=order_unfilled 2026-03-16T08:32:24+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:24 🪟 btc-updown-5m-1773621000 T-156s | p=UP92% σ=0.29 | Up=0.79/142 Dn=0.24/126 spd=0.03 | beat=72524.29 px=72589.37 +9.0bp | nb=9.0bp flip=0.03 | ↑9s ↓0s 2026-03-16T08:32:31+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:31 ✅ v11买入 btc-updown-5m-1773621000 | Up avg≈0.770 12.89807shares limit=0.770 order=0x6c9beb4bb6c59b8c01cd1809cda5bd3f4fb4390b9f402fd21e77a70a55989688 2026-03-16T08:32:50+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:32:50 🛑 v11止损卖出 btc-updown-5m-1773621000 | Up avg≈0.890 12.890000shares limit=0.890 order=0xae19a6afcd8fc895a786b1484181387b9858d2bc5ccd6ef8d806d30c83409246 drawdown=0.0% 2026-03-16T08:33:19+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:33:19 💓 heartbeat | 余额=91.74 usdc.e | traded=127 | 今日 30W-12L 已实现PnL=$+12.18 | BTC5 trade=6 2W-4L WR=33.3% PnL=$-15.98 | 其他runtime持仓=1 | 扫描=1464 2026-03-16T08:34:19+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:34:19 💓 heartbeat | 余额=100.92 usdc.e | traded=127 | 今日 30W-13L 已实现PnL=$+11.01 | BTC5 trade=6 2W-4L WR=33.3% PnL=$-15.98 | 无持仓 | 扫描=1565 2026-03-16T08:35:20+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:35:20 💓 heartbeat | 余额=100.92 usdc.e | traded=127 | 今日 30W-13L 已实现PnL=$+11.01 | BTC5 trade=6 2W-4L WR=33.3% PnL=$-15.98 | 无持仓 | 扫描=1661 2026-03-16T08:36:20+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:36:20 💓 heartbeat | 余额=100.92 usdc.e | traded=127 | 今日 30W-13L 已实现PnL=$+11.01 | BTC5 trade=6 2W-4L WR=33.3% PnL=$-15.98 | 无持仓 | 扫描=1762 2026-03-16T08:36:49+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:36:49 市场 resolved 事件 | condition=0x81ebd5b919a847 2026-03-16T08:36:49+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:36:49 WS resolved 触发 | condition=0x81ebd5b919a847 将在下次循环立即尝试 redeem 2026-03-16T08:36:50+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:36:50 市场 resolved 事件 | condition=0x14f35e6ced78b0 2026-03-16T08:36:50+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:36:50 WS resolved 触发 | condition=0x14f35e6ced78b0 将在下次循环立即尝试 redeem 2026-03-16T08:37:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:00 🪟 btc-updown-5m-1773621300 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:37:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:00 🪟 btc-updown-5m-1773621300 T-180s | p=UP77% σ=0.40 | Up=0.75/309 Dn=0.26/0 spd=0.01 | beat=72623.33 px=72674.74 +7.1bp | nb=8.5bp flip=0.01 | ↑10s ↓0s 2026-03-16T08:37:00+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:00 ⏭ btc-updown-5m-1773621300 | rej=无信号 执行edge不足 best=Up net=+0.002 thr=0.067 margin=-0.065 Up:执行edge不足 Down:量不足 | Up=0.75/309 Dn=0.26/0 spd=0.01 | beat=72623.33 px=72674.74 +7.1bp 2026-03-16T08:37:03+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:03 ⏭ btc-updown-5m-1773621300 | rej=无信号 无候选 Up:量不足 Down:contrarian_edge_below_threshold | Up=0.74/5 Dn=0.27/159 spd=0.01 | beat=72623.33 px=72676.94 +7.4bp 2026-03-16T08:37:05+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:05 🪟 btc-updown-5m-1773621300 T-175s | p=UP78% σ=0.40 | Up=0.67/74 Dn=0.35/34 spd=0.02 | beat=72623.33 px=72677.19 +7.4bp | nb=8.5bp flip=0.01 | ↑11s ↓0s 2026-03-16T08:37:09+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:09 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T08:37:09+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:09 ❌ v11买入未成交 btc-updown-5m-1773621300 | Up limit=0.670 reason=order_unfilled order=- 2026-03-16T08:37:09+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:09 ⏭ btc-updown-5m-1773621300 | 执行层放弃 reason=order_unfilled 2026-03-16T08:37:10+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:10 🪟 btc-updown-5m-1773621300 T-169s | p=UP78% σ=0.39 | Up=0.71/113 Dn=0.30/62 spd=0.01 | beat=72623.33 px=72675.39 +7.2bp | nb=8.5bp flip=0.01 | ↑11s ↓0s 2026-03-16T08:37:10+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:10 ⏭ btc-updown-5m-1773621300 | rej=无信号 执行edge不足 best=Up net=+0.050 thr=0.067 margin=-0.017 Up:执行edge不足 Down:contrarian_edge_below_threshold | Up=0.71/113 Dn=0.30/62 spd=0.01 | beat=72623.33 px=72675.39 +7.2bp 2026-03-16T08:37:15+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:15 🪟 btc-updown-5m-1773621300 T-164s | p=UP78% σ=0.39 | Up=0.74/363 Dn=0.27/24 spd=0.01 | beat=72623.33 px=72674.21 +7.0bp | nb=8.5bp flip=0.01 | ↑10s ↓0s 2026-03-16T08:37:24+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:24 ✅ v11买入 btc-updown-5m-1773621300 | Up avg≈0.690 5.93138shares limit=0.690 order=0xd62e123ffca648c575ac0f2b8f628eedffc3f248d7eac45feb687c5b88b9a4ae 2026-03-16T08:37:24+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:24 💓 heartbeat | 余额=96.78 usdc.e | traded=128 | 今日 30W-13L 已实现PnL=$+11.01 | BTC5 trade=6 2W-4L WR=33.3% PnL=$-15.98 | 无持仓 | 扫描=1845 2026-03-16T08:37:44+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:44 API error (attempt 1/3): PolyApiException[status_code=None, error_message=Request exception!] 2026-03-16T08:37:45+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:45 market order 失败: PolyApiException[status_code=400, error_message={'error': 'order 0x2be68d0eaac7bff4f1d40d4303ce3018aac5f020215952306485837ef9ba0911 is invalid. Duplicated.'}] 2026-03-16T08:37:48+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:48 ❌ v11止损卖出未成交 btc-updown-5m-1773621300 | Up limit=0.400 reason=create_order_failed order=- 2026-03-16T08:37:58+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:37:58 🛑 v11止损卖出 btc-updown-5m-1773621300 | Up avg≈0.410 5.930000shares limit=0.410 order=0xa8eea7531a8a84b46e027ef4b44ca244d32767a5084ea6eaab150a400041ac7b drawdown=40.6% 2026-03-16T08:38:03+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:38:03 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-16T08:38:06+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:38:06 ❌ v11止损卖出未成交 btc-updown-5m-1773621300 | Up limit=0.440 reason=create_order_failed order=- 2026-03-16T08:38:24+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:38:24 💓 heartbeat | 余额=99.29 usdc.e | traded=128 | 今日 30W-14L 已实现PnL=$+9.39 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=1911 2026-03-16T08:39:25+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:39:25 💓 heartbeat | 余额=99.29 usdc.e | traded=128 | 今日 30W-14L 已实现PnL=$+9.39 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=2012 2026-03-16T08:40:25+08:00 ip-172-26-5-159 python[46713]: 2026-03-16 08:40:25 💓 heartbeat | 余额=99.29 usdc.e | traded=128 | 今日 30W-14L 已实现PnL=$+9.39 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=2109 2026-03-16T08:40:47+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-16T08:40:47+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-16T08:40:47+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-16T08:40:47+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 1min 55.092s CPU time. 2026-03-16T08:40:47+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-16T08:40:52+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:52 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-16T08:40:52+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:52 builder attribution: 已配置 BuilderConfig 2026-03-16T08:40:52+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:52 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 OrderBookWebSocketFeed 启动 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.1.0 (2026-03-15) 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 策略 raw -> adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载83项 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 参数 主链决策=59 (Market 15 + Entry 44) | 执行=13 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 📡 价格流启动: binance-perp 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 UserOrderFeed 启动 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 MarketResolutionFeed 启动 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T08:40:55+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:55 📡 binance-perp WS 已连接 2026-03-16T08:40:58+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:58 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T08:40:58+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:40:58 💓 heartbeat | 余额=99.29 usdc.e | traded=126 | 今日 30W-14L 已实现PnL=$+9.39 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=1 2026-03-16T08:41:59+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:41:59 💓 heartbeat | 余额=99.29 usdc.e | traded=126 | 今日 30W-14L 已实现PnL=$+9.39 | BTC5 trade=7 2W-5L WR=28.6% PnL=$-17.69 | 无持仓 | 扫描=101 2026-03-16T08:42:00+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:00 🪟 btc-updown-5m-1773621600 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T08:42:00+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:00 🪟 btc-updown-5m-1773621600 T-180s | p=DN67% σ=0.61 | Up=0.31/63 Dn=0.71/233 spd=0.02 | beat=72556.20 px=72509.70 -6.4bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-16T08:42:00+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:00 ⏭ btc-updown-5m-1773621600 | rej=无信号 执行edge不足 best=Down net=-0.049 thr=0.068 margin=-0.117 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.31/63 Dn=0.71/233 spd=0.02 | beat=72556.20 px=72509.70 -6.4bp 2026-03-16T08:42:05+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:05 ⏭ btc-updown-5m-1773621600 | rej=无信号 无候选 Up:contrarian_edge_below_threshold Down:量不足 | Up=0.30/114 Dn=0.71/10 spd=0.01 | beat=72556.20 px=72509.89 -6.4bp 2026-03-16T08:42:05+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:05 🪟 btc-updown-5m-1773621600 T-174s | p=DN68% σ=0.60 | Up=0.30/249 Dn=0.71/7 spd=0.01 | beat=72556.20 px=72509.89 -6.4bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-16T08:42:10+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:10 ⏭ btc-updown-5m-1773621600 | rej=无信号 执行edge不足 best=Down net=+0.061 thr=0.068 margin=-0.007 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.44/27 Dn=0.58/62 spd=0.02 | beat=72556.20 px=72511.40 -6.2bp 2026-03-16T08:42:11+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:11 🪟 btc-updown-5m-1773621600 T-169s | p=DN67% σ=0.60 | Up=0.45/317 Dn=0.58/127 spd=0.03 | beat=72556.20 px=72511.77 -6.1bp | nb=7.5bp flip=0.01 | ↑0s ↓10s 2026-03-16T08:42:15+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:15 ⏭ btc-updown-5m-1773621600 | rej=recheck无信号 执行edge不足 best=Down net=+0.051 thr=0.068 margin=-0.017 Up:contrarian_edge_below_threshold Down:执行edge不足 | Up=0.44/94 Dn=0.59/63 spd=0.03 | beat=72556.20 px=72512.35 -6.0bp 2026-03-16T08:42:17+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:17 🪟 btc-updown-5m-1773621600 T-163s | p=DN62% σ=0.60 | Up=0.40/60 Dn=0.63/61 spd=0.03 | beat=72556.20 px=72526.45 -4.1bp | nb=7.5bp flip=0.01 | ↑0s ↓11s 2026-03-16T08:42:18+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:18 ⏭ btc-updown-5m-1773621600 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.43/52 Dn=0.61/0 spd=0.04 | beat=72556.20 px=72532.91 -3.2bp 2026-03-16T08:42:22+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:22 ⏭ btc-updown-5m-1773621600 | rej=无信号 执行edge不足 best=Down net=+0.035 thr=0.070 margin=-0.035 Up:量不足 Down:执行edge不足 | Up=0.42/18 Dn=0.60/21 spd=0.02 | beat=72556.20 px=72532.92 -3.2bp 2026-03-16T08:42:22+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:22 🪟 btc-updown-5m-1773621600 T-157s | p=DN66% σ=0.34 | Up=0.42/30 Dn=0.59/37 spd=0.01 | beat=72556.20 px=72533.50 -3.1bp | nb=7.5bp flip=0.01 | ↑0s ↓11s 2026-03-16T08:42:27+08:00 ip-172-26-5-159 python[47731]: 2026-03-16 08:42:27 ⏭ btc-updown-5m-1773621600 | rej=near_beat diff=2.9bp adjust -> cal(identity) | window=135~180s | edge raw>0.030 net>0.070 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载83项 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 参数 主链决策=59 (Market 15 + Entry 44) | 执行=13 | 历史兼容=8 | 提醒: 保持低维adjust，避免过度拟合 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 调整 distilled (gap=0.06, vol=0.04; clip=0.12/0.03) | cal=identity 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 风控 guard=consensus/near-beat/confirmation | reversal=on | ask=0.08~0.92 spread≤0.030 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | sigma_lookback=300s 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 运行 shadow=off | poll=0.50s | user_ws=on | market_ws=on 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┃ 执行 recheck=1.0s | fill_timeout=12.0s | Chainlink BTC/USD 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 📡 价格流启动: binance-perp 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 UserOrderFeed 启动 2026-03-16T09:03:07+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:07 MarketResolutionFeed 启动 2026-03-16T09:03:08+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:08 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-16T09:03:08+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:08 📡 binance-perp WS 已连接 2026-03-16T09:03:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:11 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-16T09:03:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:03:11 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=1 2026-03-16T09:04:11+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:04:11 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=102 2026-03-16T09:05:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:05:12 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=198 2026-03-16T09:06:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:06:12 💓 heartbeat | 余额=97.42 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=299 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 🪟 btc-updown-5m-1773623100 | 进入决策窗口 T-180s [135s~180s] 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 🪟 btc-updown-5m-1773623100 T-180s | p=UP87% σ=0.41 | Up=0.62/1 Dn=0.39/91 spd=0.01 | beat=72393.11 px=72471.97 +10.9bp | nb=8.7bp flip=0.02 | ↑11s ↓0s 2026-03-16T09:07:00+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:00 ⏭ btc-updown-5m-1773623100 | rej=无信号 无候选 Up:量不足 Down:contrarian_probability_too_low | Up=0.62/1 Dn=0.39/91 spd=0.01 | beat=72393.11 px=72471.97 +10.9bp 2026-03-16T09:07:04+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:04 ⏭ btc-updown-5m-1773623100 | rej=recheck无信号 无候选 Up:量不足 Down:量不足 | Up=0.55/3 Dn=0.46/0 spd=0.01 | beat=72393.11 px=72469.37 +10.5bp 2026-03-16T09:07:06+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:06 🪟 btc-updown-5m-1773623100 T-174s | p=UP87% σ=0.40 | Up=0.58/999 Dn=0.46/5 spd=0.04 | beat=72393.11 px=72468.84 +10.5bp | nb=5.8bp flip=0.02 | ↑12s ↓0s 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 UserOrderFeed WebSocket 已连接 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 ❌ v11买入未成交 btc-updown-5m-1773623100 | Up limit=0.550 reason=order_unfilled order=- 2026-03-16T09:07:12+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:12 ⏭ btc-updown-5m-1773623100 | 执行层放弃 reason=order_unfilled 2026-03-16T09:07:13+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:13 💓 heartbeat | 余额=89.30 usdc.e | traded=124 | 今日 31W-16L 已实现PnL=$+8.58 | BTC5 trade=8 2W-6L WR=25.0% PnL=$-18.03 | 无持仓 | 扫描=388 2026-03-16T09:07:14+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:14 🪟 btc-updown-5m-1773623100 T-166s | p=UP73% σ=0.39 | Up=0.54/13 Dn=0.48/25 spd=0.02 | beat=72393.11 px=72433.89 +5.6bp | nb=8.6bp flip=0.02 | ↑10s ↓0s 2026-03-16T09:07:14+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:14 ⏭ btc-updown-5m-1773623100 | rej=无信号 无候选 Up:量不足 Down:contrarian_edge_below_threshold | Up=0.54/13 Dn=0.48/25 spd=0.02 | beat=72393.11 px=72433.89 +5.6bp 2026-03-16T09:07:15+08:00 ip-172-26-5-159 python[48292]: 2026-03-16 09:07:15 ⏭ btc-updown-5m-1773623100 | rej=near_beat diff=4.8bp